0.5 mm of play is a lot. maybe they put the wrong ball size in. Get in contact with the vendor, probably he will send you the correct size balls. But anyway you want to first to take off completely the wipers from the screw for troubleshooting, then eventually take out one ball or all and measure them, etc. Putting back the balls in a nut is not an easy task but doable, there are videos on youtube on how to do it easier.

When I bought my ballscrews I asked for a few spare balls and they gave them for free. First thing I did was to take out the ballnut and balls, check for missing balls and clean everything. Sometimes there is swarf inside left from machining and the nut is not rotating as it should be, sometimes a ball could be missing..