"Collets" is the correct term. Not sure that I can give ya the correct advice at correcting the problem. You may try light sanding of the shafts of the bits, there may be a "burr" preventing them from fitting correctly, and or, try prying the collect tapers open with a small screwdriver. So long as the collect will still fasten to the router, it will still tighten itself onto the shafts of the bits.