I recently had this problem too. A mate gave me a few hundred WLR primers he no longer needed, and I loaded some to try in my .338 Federal with proven ( mild) load of Win 748 reduced by half a grain. At the same time I loaded up a few test rounds for my 06. While they seem to give a slight improvement in accuracy over The Rem 9 1/2 I've used without a hitch for 40 years, in both rifles I had gas leaks at the edge of primers and gas cutting of the bolt-face.
Once upon-a-time Winchester primers were nickel-plated, these looked like pure copper and had varying degrees of discolouration and seemed to flatten heaps more than the Remington primers. I won't use them again! As one other poster said, it gives you a new respect for the power of high-pressure powder gases.