This is the rubber insulator. See the thin ridge on the left side? Cut it off.
I use a pair of sharp scissors, but you could also use a razor blade.
Thread both tails of your coil through the head, and rest the mandrel in the recesses on the sides.
Thread the rubber insulator onto the longer of the two wires. This wire will be trapped between the insulator and the wall, and will be the ground wire.
Push the insulator on into the head so it's snug, and just push the wire over. We'll clip it off later.