When the aluminum cap on the top of the die goes 'pop' flying straight up sticking into the ceiling drywall.....you've over tightened it...
......which is why I have a little bag of them on a nail over my bench. Getting the little bits of AL-U-minny-um out of the die threads is a bitch.
My collet in my .243 die tends to get stuck at times and will crush a case before you can say boo. Not sure why yet; it's on my list of little mysteries.
Have you ever completely cycled the press, with the die installed of course, but without a case in the shell holder? That can collapse the collet fingers and lead to problems.
Take the collet out of the die and push a tapered punch into the collet. See if you can get the fingers to stay spread out a little bit more.