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Like all companies, GW Definition: Games Workshop
uses mold release on their models. That mold release inhibits the glue's ability to hold. So when you get new metal models, make a mixture of 50/50 water and white vinegar (vinegar is cheap...like as cheap as a gallon of water). Let them soak for an hour or so. You'll notice bubbles forming as the vinegar neutralizes the releasing agent.
Then take the miniatures, dry thoroughly (I dry them on a towel for a while) then glue. Your glue should take hold much more quickly.