Biggest installation mistake is if the surface under the cleat body isn't planar. If the mounting surface isn't flat, this will heighten screw torque sensitivity to clipping in. To resolve this, you will likely need to shim the base plate such that the cleat mates to a perfectly flat surface. Then you apply a fair amount of torque to the screws and be able to clip in no prob. Apply just a light coating of Teflon chain lube to the pedals.
Speedplays by far are the best pedals I have ridden.