It really depends on what leaf you are casing. Virginias are a thin weak leaf with an tight pore structure making it not very absorbent. Burleys tend to take the sauce a little better.How are you applying the rum? Are you spraying it on or just pouring it?
Heating a Virginia slightly can help the pores open up and take the casing better.
The whole idea of a cavendish was to cook the sauce into the tobacco... even if the sauce is just a mild unflavored sugar water.