I decided to try Velo plugs. My wheels have 8mm holes, so I ordered the small (red) plugs, and even they're too large. I can't get them into the holes. I'm just wondering if I'm doing something stupid here. They should just pop in and fit snugly, right?

Yes. If you can't get them in, you've probably measured incorrectly.

They take some persuading. Try harder.

What does your digital caliper show as the hole diameter?

they being for Velocity rims, being made by them for their stuff,
may not fit another company's rims.