You will most likely either need a bypass or switch out your bulbs with a different brand/model. I had the exact same problem, and from digging around other threads in here both the Dimmer and Switch leak a small amount of power even when “off”, which is enough to make some LED bulbs glow faintly (even when wired correctly and when using a neutral). For me, swapping out bulbs was easier/cheaper than installing bypasses.
What was particularly useful was looking through the bulb compatibility thread: Compatible Bulbs for Dimmer Switch (Gen 2) - #42 by kelchm
for reports of bulbs that worked with a neutral and no bypass.