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Either you aren't screwing it in enough, or the seal around the puncture stem (big white hard rubber ring) is worn/damaged, which seems unlikely given they were new mags.
It's also not mentioned clearly in the KWC manual, but CO2 guns require a lot of lube; its not easy to get to in the Uzi mags, but put several drops down the middle of the CO2 cartridge compartment so that the seal is lubed.
It's probably easiest to put a drop of silicone or pellet gun oil on the tip of your co2 cartridge (the surface that will be punctured). You can do this every few cartridges. Don't over do it, and watch for dirt sticking to the oil (bitch to clean out in these mags; you'll probably want to pick up some long stemmed cotton swabs from your local drug store's first aid section).
Don't worry about silicone oil getting into the gas system, it's fine and will keep other seals lubricated (co2 is very harsh on seals). It may produce a small puff of oily mist on the first couple of shots as excess oil get blown out the system (that's fine, I'm just saying it may happen).
If you really have a leak from the piercing stem area, you can use a drop of Teflon grease or white lithium grease on the seal.
But I really think you just weren't screwing it in enough. Don't over tighten, but you do need to make sure the cartridge is seated snugly.
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