I use a sanitized hop bag with a stainless steel weight and tie it up with a piece of dental floss (unflavored). I then bring the floss up through the air lock grommet. It stays secure once the airlock is in. Since the floss is so thin it doesn't affect the seal between the airlock and grommet...
Here are some things I've learned with the first batch I've put into the conical's.
After reading through the forum I took the advice and sanded the top and had no problem with the lid sealing.
Maybe it's me but I literally snapped three of the mounting bolt heads off when screwing them...