Light won't fully turn off

I have one of the new red series dimmer setup to work without the neutral connection. It controls a chandelier with 12 candelabra bulbs. When I turn the switch off, one of the bulbs remains lit. Clearly there is still some power continuing to flow. Is this an installation mistake on my part? How can I rectify this issue?

It sounds like you might need a bypass to deal with the excess power ( Alternatively, if you can wire up the neutral that should resolve the problem.

To test this, see if you have some incandescent bulbs for your chandelier, If so install them. If the problem goes away you need the bypass or a neutral connection.