The situation you are describing is not unusual. In fact it is perfectly normal. Your average painted .370 tip shaft is usually between .375 to .376. You have to expect to sand the area entering the hosel to remove the paint and create a proper fit. Also it is normal for .370 ferrules to be well under .370. These also have to be adjusted to size. I really don't believe you had any defective parts. However, all that said, I would never use a file. you could damage and weaken the shaft that way. Just be patient and twist the shaft tip in some fine sand paper until it fits properly into the hosel.
I have built a lot of Irons and woods and I don't ever recall having components that didn't need to be adjusted for proper fit. By the way, this is my first time on this site and I am an old man (65) looking to get smarter so I'm sure I'll be back looking for answers of my own. Thanks,
Fiddler