Yeah, sometimes you have to sand the ends of the HG to fit into a different gas tube. I just did one, but I did not have to touch the finished part of the HG at the edge of the ferrule, only the part that goes into the ferrule.
Another thing I'll mention, since we are discussing the fitment of HGs, do you guys all know there is usually a 1/16"-1/8" width difference from the front of the HG to the back with the wider part going towards the rear? I mention this for 2 reasons, 1) the depth of the portion of the HG that goes into the ferrules most times is different between the front and the rear as well with the front usually being deeper. 2) If you weren't aware of that and are installing the HG backwards that could be the only reason it is not fitting properly so, check that before sanding on anything.
Wider part always goes to the rear so as to align better with the contour of the stock.