Pietta quality has come a long way. They are very nice guns now, and usually shoot well out of the box.
The wedge will "shoot in" so to speak. After a few cylinder fulls, it will protrude a little more. They are usually hard to get out when the guns are new.
They do encapsulate them in grease, don't they? It's hard to get it all off too. But it's a blessing in disguise. Imagine how long some of these guns sit on a shelf, in humid environments. They'd be a rusty mess if they didn't do that.