As others have stated the PMAG was designed to lock on a closed bolt even when filled to capacity (30). Since the PMAG is designed to be stored with the Impact Cover on - which pushes the top round down (to remove the stress on the feed lips) much as a BCG would do when the PMAG is inserted on a closed bolt - I would hazard to say that if the impact cover won't snap onto the mag that is your first clue that something is wrong.
If you cannot load a PMAG into your rifle on a closed bolt it sounds as though you either have an out-of-spec lower, or you have managed to load the mag with 31 cartridges (which I have seen done and Generalpie confirms - a PMAG loaded to 31 will NOT lock into place on a closed bolt).
Splintra got his quote from this document.

