I just received my DJI ND 8 filter for my P3A and I can't seem to screw it all the way in like the stock lens cover.  I have two of these and they are both the same.  Is this as far as they screw in?  

ND Filter

no that is not normal, check the threads on camera and nd filters, make sure the o ring is all the way to the bottom of nd filter

The threads are very fine and can easily be stripped.  It took me several tries to get it started correctly.  If there is any resistance after the first 3-4 turns then it's not on the threads correctly.  Do not force it on.

I can't for the life of me get this on correctly.  The clear cover goes on an off so smoothly.  Without any problems.  I have two of these filters and they are both the same..  Not sure what's wrong.

Mine went on just fine.
I did take a lens cleaning cloth and cleaned the lens and threads prior to install.

You have the filter cross threaded.

Somehow this must be me.  I can't for the life of me get these filters on correctly.  The threads don't look stripped and the original UV filter goes on without any problems.