I will mention also that the appliance modules with the ratcheting bistable relay detect which position the relay contacts are in by sensing voltage on the HOT side of the output (the LOAD lead). There may still be a small amount of current leakage through this connection to the load, which means that you still may have a (albeit lesser) glowing problem on an XPS3 even after performing the above modification.
@ciaccia, I think I have a better solution for you. Try an XPDI3 in that wall box. That would give you dimming capability, it does not have the Local Control feature so there should be no current leakage, and it uses a 3-wire connection so it does not steal power through the load to operate. If you're using an XPS3, then you already have a neutral conductor in the electrical box, so an XPDI3 should work for you. I have not tried an XPDI3 for this sort of application, but I think it should work.