Honda recommends only using the original twin-blades on all HRX models.
Where do you have the green Clip Director knob set? If it is in full BAG mode, this means maximum airflow to the bag. Try moving it halfway between BAG and MULCH to close the shutter a bit. This will reduce the airflow, and might reduce the amount of fine clippings escaping the bag. You might find a sweet-spot that allows good bagging performance while reducing the air enough to help with the clippings, and still give you a nice clean finish on the lawn.