How do I avoid leaks from a pierced cartridge?

Apply one drop of Pellgunoil (or equivalent CO2-rated oil) to the tip of each new cartridge before installing.

The oil rides into the gun on the gas and conditions the seal where the cartridge is pierced. Tighten the piercing screw firmly but not gorilla-tight. Replace the seal if the gun starts to leak after the cartridge is installed; that is the first place to look before assuming a deeper problem.