I have a Lyman Great Plains Rifle. These are made by Investarms. Right out of the box I had exactly the situation you describe. The culprit was the nipple. The factory nipple is enough oversize at the top that No.11 caps don't fit properly. Sure you can mash them down with your ball starter but that could be risky. Alternatively you could have a rifle that only fires every second or third shot after they've been driven onto the nipple by the hammer.
The cure can be either of two things. The easiest is to replace the nipple with a Thompson Centre. Yes you can find them with the proper metric thread. They are the correct size at the top to properly fit a No.11 cap.
Alternatively you could remove the supplied nipple, wrap the threads to protect them, chuck it in a drill, spin it, while holding an emery cloth to it.
Either way, I'm pretty sure size is the problem. Fix that, and my guess is you'll be good to go.
Cheers!