Don't mean to state the obvious, but besides the tail o-rings, have you replaced the two #20 o-rings on the back cap? Between those four o-rings, there, really isn't anywhere else it could be leaking from.
If you just got your PM6 (which is a great gun for the money, btw), its a really good idea to just go ahead and replace all your o-rings anyway... there's no telling how long they've been in there. The nice thing about the fuse bolt is that if it's leaking, there is almost a 100% chance it's an o ring or lube problem. You don't have to worry about any cup seals or anything complicated like that.... and it's all stuff that you can find at a good hardware store.
Recently, I just went to McMaster-Carr and bought myself 100 of every o-ring (with the exception of some of the urethane o rings, which I only got like 10 of) that I need for my PM8, and it cost me about as much as the o-ring kit from Dye. O-rings are cheap as hell, just replace them, re-lube and you should be good to go.
The only O ring that is a real PITA is the internal, urethane, o-ring inside the top hat. If you have small fingers it's not too bad, otherwise, find someone that does
(my wife replaces mine, lol)