Your frustration is not a result of any fine motor skills deficiency, it's a result of an overly perfectionistic approach. I think you might want to work on that with a therapist, because it can really hold a person back in life. Here's a little adage that you might find useful:
"Perfect" is the enemy of "Good".
It is unclear to me if you buy and assemble these toys for play value, or because you hope to re-sell them on eBay. If it's solely for play value, I must say you don't seem to be enjoying yourself. Please correct me if I am misinterpreting your post.
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A finger in every pie.