You are doing the assembly in the proper fashion. Just make sure none of the rollers fall into the caps while installing. It helps to put extra grease in the caps to hold the rollers in place.
It is kind of normal during installation of u-joints for them to be tight. If you set the sides of the ears of the yokes on a vise or anvil and then give the ear a quick little rap with the hammer, all the tension will be relieved and they should now move freely.