Hmm... Looking around some more, and I think that place I got the banjo bolts from is the cluprit. Here you can see how mine look. The threading stops, and then turns into some kind of worn down looking threading, that won't thread in, which is why it doesn't go down far enough:
And here are others I've found, that thread much higher, and would have worked perfect:
So lesson learned, don't buy the banjo bolts from that company I got mine from. Get them somewhere else.
They are M10 x 1.5mm banjo bolt, around 24mm in length or so. I'm going to go to Ace and Lowe's to see if they have any.