The included triple flange require trimming, either at the stem or off the top, or both. They went in ridiculously far.
I got some Comply tips when I bought mine and they improved the sound and comfort slightly. The knock-off Complys that were included have a thick plastic filter (for wax, I guess), which seemed like they add a tiny bit of veil.
It takes a little time to get used to IEMs in general, but you should be able to work your way up to using them for marathon sessions, if you so desired. If you can find the right pair, they are a very rewarding headphone.
The SE535's are pretty much the most comfortable IEMs I've shoved in my ears, but even these took some time to acclimate. The right tips help, but since you aren't enamored by their sound (and if you've already given them ample time to grow on you), you should try a different brand. Etymotic ER-4P's were my gateway to the world of IEMs.