I have a marlin 30-30 and everytime I load it, and I'm pushing the bullet in I have to kinda force it and it hurts the tip of my fingers. I even tried oiling it up when I was cleaning it it helped a little, but still pretty much the same.
Keep using it. Your fingers will toughen and it will loosen. I wouldn't recommend trying to alter it or you could end up with feed issues. Most people say its hard to feed because of the price of ammo. Lol
I have the same basic problem. But for me it only hurts during that last couple of centimeters. What I do, instead, is push the cartridge as far as comfortable, then use the next one to push the previous cartridge all the way in. Then, I only have to push really hard on the last round (#6).
My 336 is circa 1960's so it has been pretty much broken in. Although it does require some pressure on the cartridge to load through the gate it is not uncomfortable. Yours should break in over time. I am about to order Skinner sights for mine that will make this incredible shooter even more accurate.