Threaded inserts can be hard to start straight into their pilot holes. Here’s a foolproof solution. First, cut the head off a machine bolt, and thread a nut onto it. Chuck the bolt shank into your drill press, and thread the insert onto the bolt and against the nut.
With the drill press unplugged, you can now use the quill to press the insert down against its pilot hole squarely, while turning the chuck by hand. Once it’s threaded into the wood a few turns, you can unclamp the drill press chuck and finish the job by twisting the nut with a wrench the rest of the way to seat the insert.