yeah this is a pain in the behind, just like you said. Such a pain that after I had sent mine in for repair and they sent me back a new pair with the tips fully on, I never took them off. I knew I'd never be able to get a pair on that well again :P
i THINK (key word "think") that mine did have the hole in the top; I think monster wraps them like that so that stores can use the little hook to hang them up. EDIT: I think Reprobate might have it right that they could have been out of open box items.
a couple of mine are like that, but not all of them. Specifically, the smaller black pair and the largest light silver pair have dimples. I wasn't sure what I should do either. I'm not using the gels right now, so I haven't done anything. If you do contact monster, let me know what they say.
have you considered the Monster turbine golds? Don't get me wrong, I love my coppers, but the golds are cheaper and some people say that out of the box they have more bass. They are also currently available with controltalk. I think the coppers are supposed to get a control talk option soon as well.