Actually, I thought they were at first as well, but the holes in them are just angled differently from the ones in the chickens in Chicken Cha Cha Cha. Fiddle around with it a bit, you'll find that they'll fit alright.
I contacted Jay at Rio Grande a long time ago about it. After a couple emails back and forth, he said that he had noticed that too, and that he was going to bring it up with the manufacturer when he met with them in Europe. I never heard back from him about the results of that meeting.
I have had to shove the feathers in pretty hard to get them to stay. Since then, my son has chipped the holes in the ducks trying to push a feather in.
You may want to contact Jay and let him know you are having similar problems. Maybe if enough people complain they will take care of the problem and send replacement ducks to those who need them.
Unfortunately, I have the same problem. I reported to my local store (Singapore) and they offered to widen the holes via drilling. However, it is still far from satisfactory. I wonder will replacement be possible cos I really don't wish to force the feathers into the holes every time I have to play with 5 or 6 players