Hi Dan,
I always put a core into the exposed film after I take it off the collapsible core. It helps the roll to keep its shape while it's being handled and stops it from unspooling from the centre. I don't find it difficult to insert the core - it shouldn't be a very tight fit. Give the core a little twist as you insert it - as if you were screwing it in - and it won't cone the roll.
The tricky bit is taking the roll off the collapsible core - take care not to let the end of the film in the centre of the roll slip out and unspool. Very messy and fiddly to wind it back in. Just take it nice and slow when you're starting out and it'll soon become second nature.
