There are only three cleats that are currently made (I think) that will work with genuiune Shimano SPD pedals: Shimano SH-51 SPD cleats, Shimano SH-56 SPD cleats.......and knock-off cleats that are made by Wellgo and branded as either Wellgo or other knock-off brands; these cleats will have a stamp on them that says 98A. They are the knock-off cleat that works with genuine Shimano SPD pedals and knock off pedals that use the actual SPD design. I believe Wellgo manufactures most or all of these knock-off pedals, too, and they're either branded as Wellgo or other knock-off brand. I'm sure Wellgo pays Shimano a patent or license fee to use the SPD design.

But anyway, I can see a number stamped on the Performance pedal the OP linked to, but I can't read it. If the number is 98A, it should work with Shimano SPD pedals, and perhaps there'a another problem that's causing the difficulities. I agree that if the cleats are SPD compatible, they should say so in the specs. If that's not listed in the specs, they're probably not SPD compatible cleats.