New steering wheel seems tight...too tight.

[Radarcontact]

Just bought a replacement, non-oem/aftermarket steering wheel for my 01 Martinique 2600.

I bought the keyed/tapered type. It looks fantastic, but it stops about 1/4" (?) short of seething properly.

My first instinct is to grease it, but my mechanic said not to, "it'll never come off if you grease it".
My second instinct is to smooth out the post with emery paper, then just keep tightening up the nut until it seats all the way; the problem is that it's got a plastic "receiver" and I'm afraid I'll split it.

Suggestions?

Thanks,
Radar