The included coil is pretty fat...I think it's 2.5mm but don't quote me on thatGlad you have them up and running. I haven't had any seeping or leaking either in Crius using KGD or egyptian. No experience with the EXO, but know it is popular. Get a lot of fibers with egyptian cotton as well, not so much with KGD. Fatter coil will help a bit getting a tighter draw in Crius, might also help with the whistle.
I used to like Ni80 until I started using ss, now I'm not wanting to use anything else. Took me a couple of days to get used to the kanthal coil in the Fireluke. Will use ss when I get around to using the rba; actually pretty pleased with the drop in on my third week and wick is barely discolored. Impressive even at my lower watts.

I haven't used all the cotton variants, but I really like rayon. For me, it's an improvement over all the cotton variants I've tried.