Hmmm. If you haven't already, maybe try screwing it down tighter? It takes some force to pierce the seal, nothing herculean, but a firm twist.

BTW, rather then CO2, I greatly prefer carrying a good mini-pump with hose, specifically the Lezyne Road Drive etc. or Topeak Race Rocket (the best, IMO). The only downside to pumps like these is it takes a minute or so and some effort to inflate the tire.