Use the D2 dimension, not D3. I use the d2 dimension and screw a very long screw into the heat-set, very lightly tap it first set of serrations. Horizontal holes can print more oval than round. You can buy a heat set press for dirt cheap which helps push straight down.
Also, you want the hole’s depth to be deep enough to not fill the hole below the insert. The insert is going to push the molten plastic in front of it and will fill the hole.
I would note that I generally use Ruthex heat sets myself but there are many knock-off brands that will have variable dimensions so always good practice to measure the that d2 dimension with some calipers. Heat sets can be found in different lengths also and there are some use cases for both long and short length heat sets.
Based on a YouTube tip, I heat-press the insert to about 1/2mm short of flush with the surface, then use a flat chunk of aluminum to press it home. This has the multiple benefit of making the insert flush and even with the surface, and heat-sinking the insert so it cools faster. I have a little set of various aluminum chunks so I can tailor to the available space on the part.