Welcome, xcom, to customising.
Everything above is correct: Pynedor and Klickteryx explained things well. Normal heads fit onto grey inlays but, as you noticed, it is a tight fit. You need force to insert the head, and equal force to remove it. I think it's still within limits: no part gets damaged if you combine the two. Some collectors actually prefer customising figures with normal heads onto grey inlays because the resulting figure is such a very tight fit.
You'll notice that darker grey ("male") inlays are essential if you work with fat figures: they leave more space for bending legs whilst accommodating bigger bellies.
In essence, everything can be combined, as long as you've got the right inlay. Things get a whole lot more difficult once you start combining with non-inlay figures (mainly those with entirely different proportions and inner parts; in this forum they are often described as "speedos" – more debased variation has appeared recently); there, essentially, only their head will fit regular klickies and Fi?ures.
Tahra has produced a very informative paper on Klicky Anatomy:
http://www.playkingdoms.com/library/anatomy/briefbodytypes.aspx Elsewhere she is showing the lighter and darker grey Fi?ures inlays alongside regular ones:
http://www.playkingdoms.com/library/figures/figures.aspx All very good stuff – please have a look!
