Ive not held a Beall collet chuck in my hand... so I dont know... when you have the collet and mandrel installed, loosen the collet nut, remove the mandrel, and then remove the collet nut, does the collet come with it? Is it supposed to according to the instructions?
The reason I ask, is the ER collets are heavily used in machining, and the way the collet nuts are made for metal working equipment, you HAVE to put the collet in the nut BEFORE you thread it on and put anything in the collet. The groove in the collet "clips" into the nut. This way when you back the nut off, it will pull the collet out of the taper - releasing to the tool. If you dont, you will have anywhere from not much run out to horrible amounts because the collet face is hitting the retaining ring face, instead of the machined face intended for the the collet.
Just reading about that made me wonder. Because unless those collets are not hardened, they really cant form to anything, because they are hardened steel, likely 8620 from what I have read... and there wont be much of any "shaping" going on... maybe collapse the collet a little... The other thing, is, if by doing as you described, AND it does have the retaining ring in the nut, when you put the collet in with nothing, and tighten the nut, youll compress the collet, and it will likely then fit inside the retaining ring. And when you back it off a little, it stays where it should. Slide a mandrel in, and youre good... but change the collet and dont do the same thing, and if it catches the retaining ring, you could be off again. The other thing that could have done is rubbed off some burrs by closing the collet with nothing in it, its able to collapse farther, which in turn allows it to move more in the axial direction, therefore rubbing off some burrs from when they slit the collet.
Now this is all from what I know of the metal working machinery world, and it may not apply... I have no idea. Im curious. But since you have one, you might take a look. I know that is a common thing that arises in the metal working world with people who are new to ER, TG, and a few other collet configurations.
Wish I had one to check it out.
If this is the case, its the action of placing the collet INTO the nut so it clips in is the actual solution to the issue.
Wade