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I recommend trying some different tips. Apple's aren't as comfortable as some of the memory foam options out there, especially if your ears are in between Apple's sizes.
Foam tips were a game changer for me. I think the brand I got on Amazon was Comply? About $20 for 2-3 tips, and a huge difference in terms of fit and comfort. Highly recommended for anyone having problems with the silicone tips like I was.
 
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