So I had no idea these grills are actually METAL until I got them. I thought it would be really painful to have in my mouth, but it was fine.
Obviously the people who said it didn't fit in their mouth didn't set them correctly. You have to place the teeth and the plastic tray in hot water until the plastic tray turns clear (which isn't very clear in the instructions, which are in broken english), and then press them onto your teeth and leave it for two minutes. You can also repeat if you mess it up. It's pretty much fool proof since you can just do it over and over.