I've been struggling with these as well, so I'm glad I'm not the only one! I got the right hand ones on OK, with the help of Blu-Tac to hold them in position, but for some reason I'm finding the left hand set a complete pain in the ****, if you'll excuse the un-parliamentary language!!

Try as I might I can't get them to fit or line up properly, and trying to hold them in position is a nightmare. This is the first stage of the model where I have really had difficulty.
I will try the tape solution, scottymack, and see if that does the trick. Looks like a neat idea.
I have to say, I don't really understand why this stage of the model has been produced with such vague fitments for the exhausts into the engine block. Surely there could have been a way of manufacturing both parts so that the exhausts slot in and stay in position, rather than wobbling about all over the place?