Mine were tight, too
Mine were a bear to install, too. I applied a teflon sealant (don't remember the name, got it at Home Depot) to the threads, then torqued the daylights out of it.
My master cylinders were installed already, so I put an adjustable wrench on the cylinders to take the torque, then wreneched on the fittings until I couldn't turn them without applying a ridiculous amount of torque.
If you haven't installed the cylinders on the pedals yet, I recommend you clamp them in a vise to install the fittings. I wasn't able to find a recommended torque value anywhere.
Cheers,
Martin