I was asked to fit a set of three floating shelves someone had bought

Very peculiar fitting which seem to have a small expanding metal bit that goes in the hole in the wall then you screw a threaded rod into that and somehow then put the shelf on the threaded rod - only problem is the rod is a VERY tight fit in the hole in the shelf and MIGHT screw in but certainly wouldn't push in

The instructions were not helpful:

https://www.dropbox.com/s/jl5gfcj1l9...24.32.jpg?dl=0