3mm CF rod tolerance for main shaft?

I bought one of Jim's fixtures for making main shafts, awesome product! I bought a length of "3mm" CF rod from my LHS but when I got home I noticed it was slightly larger than the stock main shaft. I couldn't get the collar or head on. So I went back the the LHS with my parts to make sure they would fit. It seems the rods are either too big or have the slightest amount of slop, compared to stock.

What are you guys finding? Is anyone running a main shaft with that is slightly smaller and if so, notice any difference?

Thanks!