There are a lot of different five-pin box headers, and some fit and some don't. As you have seen the opening has very little clearance.
This year I purchased a wide selection of box headers and pre-crimped wires from pololu, and their 5-pin box headers fit into the slot on the Jaguar just fine. The crimped pins slide in nicely (once you learn how to orient them) and appear robust.
Pololu Website
Link to the 5-pin headers
Pololu shipped next day even though i ordered at midnight, and stuff arrived as promised.