I would guess the coats of paint your putting on are too thick. You should spray thin layers of paint and heat set (dry) each layer after spraying. You also need to stretch your netting tightly on the bait before you begin spraying. There are several ways to do this. The one that works best for me is to wrap the netting over the back of the lure and bring it together on the belly. You can also wrap it belly first and bring it together on the back if you prefer. It just depends on whether or not you want the scales to show on the back or the belly. Most times I paint the belly of my baits a solid color so that's why I wrap mine the way I do. After wrapping the bait I use two tongue depressors and place one on each side of the netting under the belly of the bait. The tongue depressors are then clamped with the netting between them. I like the small binder clamps like those found at an office supply. They're much stronger than clothes pins or chip clips and they're small enough to not get in the way. You can now loosen one clamp at a time and pull the netting tight before putting the clamp back on. Working from one clamp to the other will allow you to pull the netting really tight as well as arrange it to get it even. You don't want any folds or creases in it.
If you try this and are still having trouble with paint getting under your scale material then here is another trick you can try. Once you've sprayed your lure with whatever scale color you want (don't forget to heat set it) and applied your netting go back and spray the same color over your netting before you go to your next color. This way if there is any paint that wants to seep under your netting it will be the same color as your scale pattern. After you heat set this last coat with the netting still on the lure it should prevent anything else getting under the netting.
There are other ways of achieving this, but this is just what works for me.