Is the bagger the Kubota model for your BX? If so, I can't imagine it would have the wrong sized shaft. But I'm also not understanding when you say it "bolts on" to the tractor.
On mine, the shaft would appear too short while it's sitting on the feet-things, as it is leaning back. I back up to it so the bottom pins (with their adapter bushings) are above the backhoe cradle-things. Then get off, attach top link, and start twisting it to shorten. The bottom pins settle into the cradles, and the shaft keeps getting closer. Soon it touches, then slides on as I continue to shorten the top link. Eventually it has pushed all the way on, when the top pins on the frame are ready to be slid in.
If this is some other bagger, ignore my ramblings...