I have mcGard locking bolts and I had the same thing. I found that if you get a keyring "ring" (the things you open up and slide your key all the way round) and clip one over the circular prongs in the cap it forces the prongs in ever so slightly and then they push on snug....no issues.
And if you are thinking what size? I think they are about 22mm but not sure.
It must be a very common size, because all the ones I had around the house were the same size and they fit.