You may have left the threads of the old spur inside the hammer. If so, it may require a tap to remove the pieces of the spur, from the inside of the hammer. It would require a left hand tap of the correct metric diameter, which you can find by measuring the diameter of the spur. Then you need to know the spacing of the threads, which you may be able to find by measuring the thread spacing of your new spur. Calling CVA may be the easiest path to repair for you?
Perhaps the pieces of the spur in your hammer are loose enough so you can remove them with something like a dental pick? Perhaps a tad larger drill will loosen the pieces stuck in the hammer.
If you have an older rifle, the new spur may only fit newer rifles.
Hope you get it fixed. Me, i am out of ideas. ☺