Take a standard male 4mm bullet connector, you'll see it's a sloppy loose fit in a 4mm banana female connector. 

Take a scalpel or craft knife and run it along the 'split' in the metal where it's folded round, and open it up about 1mm. It will then be a tight fit.

As bullet connectors are about $0.04 each (or less) it's a significant saving over buying standard banana connectors, or for use in an emergency if you've run out.