you're getting an interesting physics effect that I won't go into a lot of detail on here because while I think it's interesting, it's probably actually boring.
It's not a big deal, one thing you can do besides turning down the heat is to actually make your wick 'less' effective or increase it's diffusion by adding a little cotton inside the rolled up SS (lots of info on cotton, my recommendation is gauze). Basically you want the liquid to be spread out more thinly than it already is so you don't have enough to create the little bubble of liquid that is getting a vapor barrier around it and then essentially boiling and rupturing sending juice flying.
You can lower the heat, lower the wick effectiveness or increase diffusion. If you're using 350 SS mesh I'd recommend going to 400 or even 500, if you dont' want to do that, try putting a lil bit of cotton inside the roll next time you roll up a wick. That will probably fix it.
