I have just purchased some SPD pedals (Shimano PD M8020) and 2 bolt SPD shoes with 2 bolt cleats.
Strangely the cleats fit inside the 'teeth' of the SPD pedals but the teeth of the SPD pedals look like they are too wide and don't engage with the cleats (i.e. the teeth don't need to be pushed apart for the cleat to go in and hence there is no tension holding the cleats to the pedals).
What's happening? Are there different sizes of 2 bolt SPD cleats?