To get larger gauge wires into smaller connectors, I usually just tin the end of the wire like normal, and then use a dremel tool to "file" away the outside until it fits.
One other method for getting 10ga into the 4mm plugs is to cut the connector into an open half moon (or 'C') shape where it mates to the wire. This opens up the connector to fit the wire. A little extra solder and you're done.