I recently had this problem on a Tikka 91/30. This is probably not the same sticky bolt syndrome some people have mentioned. Does your bolt close fine without a round in it?
Let's test to see if it's your extractor. Take the bolt out and slip an empty case under the extractor, seating it on the bolt face like you'd expect any round to fit when you close the bolt. Insert the bolt/cartridge combination back into the rifle to about mid-stroke, release the trigger so the rifle doesn't de-cock on closing, and close the bolt fully. Did it close easily? If so, you've located what's causing that difficult final turn. If it did not close easily, you may have a headspace issue, but I wouldn't figure on that unless you encounter the same difficulty with more than one type of ammo doing the described test.
There is another possibility: your rifle might be using a very tight-fitting bolt body. Does your rifle squeak when you close it? If so, you should add some grease to the receiver at the following areas:
Pay closest attention to the part on the left of the picture. Also note that I'm assuming you've got your bolt and bolt lugs properly lubed as well.
In the end, my Tikka 91/30 had trouble closing because of both things I described above. I replaced the bolt head and extractor, but the receiver the Finns chose for this rifle (a '39 Izhevsk) was machined very poorly, especially by that spot I marked with a yellow line on the left side.
An aside: sometimes the Finns do some really dumb things with these Mosins. The stripper clip guides were made so incorrectly on this receiver that an empty clip wouldn't even fit in the slot until I opened it up with the magic file--I can't imagine how it slipped through their QC. I've also had more frozen pins, mangled screw heads, and over-torqued fasteners on my late-war and post-war Finns than on all my other rifles combined. If they didn't shoot so ridiculously well...