LED doesn't completely turn off with PD-6ANS-WH and LUT-MLC

I've recently installed PD-6ANS-WH (Lutron Caseta Wireless Smart Lighting Switch , requires neutral wire), and found that the LED light flickers when turned off. Other than flickering, all features are working great.To remove flickering, I've purchased LUT-MLC, and connected it between [white neutral wire] and [red load wire] inside switch box. Then, flickering went away, but still, the lights are not completely turned off, with faint glow in dark.Can you please help how to completely turn off the led lights? Any suggestion would be helpful. There are five standard recessed led lights connected to the switch.

Does the glow go away when you pull the FASS (the pull-out gap switch at the bottom of the dimmer)? If the glow stops, then you have a wiring issue. Make sure you have power-in on the black. You must use the neutral connection.

If the glow doesn't stop then you have neutral interaction. Something is dumping electrical noise on the neutral preventing the dimmer/LEDs from turning off.