How tight are you tightening the filter?
Are you lubing the gasket prior to installing filter?
Are there any nicks on the filter mounting surface of oil cooler?
In all my years of auto work I've had one filter leak so far.
A technique Bill taught me....tighten filter as per instructions 3/4 - 1 full turn past contact, the crack the filter back about 1/32 turn or so...you'll feel it when you have done it right a few times...
Basically that causes the oring to re-engauge at a different angle, this makes removal easier too.
Think of it this way....turning filter makes the gasket //////// force in one directiion
cracking it back a bit makes the rubber go \\\\\\ does that make sense??