Conductors bend when I try to insert. I can't even insert a straight wire from a bent paper clip. Is there some kind of trick to insert wires into this Harbor Breeze 33905 3-speed 4WireFanSwitch?

Are you sure you are inserting them at the correct points?

Ceiling fan pullchain replacement and repair - Ceiling Fans N More

Should be no problem with solid wires, if stranded, you should "Tin" the ends of the stranded with solder to stiffen up and hold strands together.

OK, I will remember the tip. I finally got it done with a different brand switch using shorter stripped lengths. It was somewhat of a struggle. The suggestion to solder the ends sounds like a good idea.

You are supposed to solder the ends.