OK - I just received the replacement pump and I tried to fasten the battery compartment cover using my fingers only. It's my understanding that for the o-ring to be fully seated there must be no color of the o-ring showing in the crack between the pump body and battery compartment cover. Are you certain that your finger-tighten technique leaves you with a waterproof seal?
I couldn't do it. As I stated above the pump body design precludes grasping the battery cover on opposite sides with the fingers. I used a coin again to fully seat the o-ring. I don't agree that it takes very little pressure to seat the o-ring. Perhaps this is why Animas replaces pumps for this reason with absolutely no push back/education from customer service.
Here's a photo: