The VME threads are fairly fine (narrow) .... There may be a little more resistance when loaded with a dropin, too, which could result in cross-threading if one isn't really careful.
I have gotten into a habit of gently "back-threading" items, until I feel the step-off indicating proper thread engagement. Wristwatch crowns in particular can be prone to problems, and costly to repair.
By the way, a small gap in the bezel is considered normal for most Malkoff dropins using the VME.
You could post a photo of that gap here, if you'd like to confirm.