I'm having the same problem. My issue seems to be that the Dillon crimp die puts on a step style crimp rather than a true roll crimp that forces the end of the case into the boolit. That style of crimp covers most of the both of the crimp grooves before you get a solid crimp. I'm going to try my RCBS die set, which does have a true roll crimp.
The case tension on the boolit is also not particularly impressive with the Dillon die set. Boolits sized .359 kept slipping into the case before the crimp was applied. I guess I need to check the diameter of the expander.