The anchors come in different sizes. Go up one size and gently tap it in place.
Ron

If there is corner bead there should be some wood there also behind everything.
Use a 1 inch screw to get into the wood and if the blinds are heavy you may need a 1.5 inch screw).

Hi Ron and Brickeyee,

Thanks for your responses.

I'm not sure that larger anchors will fit unless they are shaped differently. These ones barely seemed to fit into the holes I drilled (which did seem larger than necessary) and with the holes smaller the metal edge of the bead was actually gouging the sides of the anchors.

I ran into my GC after posting this question and he echoed your response, brickeyee. He said that there should be a furring strip about 7/8" in from the edge of the window. Unfortunately I did not have him come in to check it out but it turns out that the holes I drilled were 7/8" from the edge and I don't remember hitting any wood ... I seem to recall I just went through drywall. I may drill a small hole next to one of the holes I drilled to see if I hit wood. If so, I'll shift all the holes over and install the blinds directly into the wood without anchors. If not, I'll have to talk to my GC to see if we can figure out where his drywall guy put the furring strips.

Bah - in the meantime I have blinds lying on the floor and no shade in a southwest corner room in Arizona ... what fun!

-Maureen