I had the same issue. I contacted support and almost returned the A+ because I could not get any cables to fit in the uplink port. The other ports seem easier. None of the cables I used had a jacket, or dust cover. Even the included cable was hard to get in though it was ultimately the one that worked. I hope it never goes bad.
One thing i found was that I had the stand installed on the router and it interfered with me being able to push the cable in as hard and as far as it need to be. I removed the stand and could get the cable in, though it was still tough. I really think that this is something the A+ team should consider going forward into mass production.