I had the same problem with Candies - I could unclip just fine but clipping in was was very difficult. I just switched to Speedplay Frogs. They're much easier to get in & out of. My LBS thought it might be difficult for me to adjust to the Frogs because they require entering & exiting from the back of the pedal. My long term experience with toe clips actually made the rear entry & exit feel natural since clips & Frogs require similar actions. I must say, though, that I've only used the Frogs on the trainer so far. I'm reserving final judgment until I've had a chance to use them on the road.
LORI
Pivot Mach 4 / WTB
Updated Vintage Terry Symmetry / Bontrager InForm RL WSD