Thank you, gentlemen, for all the advice.
I found that removing more of the outer sheath and having the inner cores enter the connector more perpendicularly, made them a LITTLE less likely to pull out. But it's a cr@p job having singles hanging out of the fitting, then covering them with tape.
I thought about a bit of flex then Wagos in a Wagobox, but I don't have enough boxes here, the shops are shut, and I need to finish this tonight and leave. Not happy about it.
At least it's all LEDs now, so little heat and only about 40mA per fitting so there's no fire risk from any poor terminations.
At eight quid each I'd have expected more. I'm puzzled how such rubbish connectors can be compliant. I won't buy this brand again!