I have no direct experience, but I'm pretty sure there are two different size O2 sensors, depending on year. 18mm and 12mm (?) and the locations are different. The older ones are up near the exhaust valve - the newer ones are down by the collector.
Any chance they sent you the wrong pipes?
Only way I could think of to make these work would be to plug the one set of bungs and then drill and weld on a new set of bungs in the size you need. Sounds like a lot of work, if you can just get the correct pipes for your model/year bike.