That sticking is why I put a 20 gauge card beneath the slug. Read that on the castboolits forum. Helps keep the wad from being pushed into the slug cavity. Have also used hot glue to the same effect but takes longer to do and is messier when you are doing a bunch at once like target shooting with the Saiga!!!
Recall the Lee is designed for a smoothbore rifle. Now the rifled barrel shooters seem to like the Lyman slug and use loads directly out of the Lyman manual. I am really liking the Hodgdon online data for their slug loads.