I managed to remove the upstream sensors and replace them with new upstream sensors from eBay. It turns out the grey plugs don't fit!

 

I think oxygen sensors are too important to buy anything but OE or OEM. Your choices now are to return what you got from eBay or cut/splice the old sensor connector plugs.

 

Is it safe to do so?

I'm not sure if the sensor body is actually a wideband sensor. It might just as well be a narrowband downstream sensor with a grey plug. The socket has two lugs under it. The originals had only one.

 

I would need to see pics of the old and new but I am pretty sure you have the wrong sensor. The denso grey plug is normally a direct fit.

 

Compare the new sensor with the old one if they look the same and the wire matched, then you can cut the plug and splicing the old plug to the new sensor, if the sensors are not match it will not work right.

 

I just removed the sensors and ordered another set.

Does this look like a wideband sensor?