I agree with Charley. The cover is almost certainly distorted around the bolt holes, it will take some hammer and dolly work to get it back flat. Should be OK even with the powder coat, if you don't have to move it too far. Use a good straight edge to check that it is flat.
I also like to rub a flat machinists file around on the sealing surface of the diff housing, to remove any high spots around the holes. Don't hold the file by the end as you usually do, but lay it flat and then press lightly on the other side while you only push the file (not grip it) with your other hand. That way, the file will lay flat on the surface, and not tend to round off the corners. The teeth will just slide where the surface is flat, and only cut on high spots, which then show up as a lighter color. I almost always find at least one high spot this way.
Double-check that the bolts are the right length (5/8"). I've found several on my car that have been replaced with 3/4" hardware store bolts that just barely bottom in the holes, meaning they don't clamp the gasket preperly but also don't appear to be loose. Also try a test fit in each hole (without the cover) to be sure there aren't damaged threads or something jammed in the bottom. You should be able to easily turn the bolt in with your fingers, until the gap under the head is thinner than the lock washer. I think TRF has the right bolts, or you can cut down the ones from the hardware store.
As I recall, the gasket I got from TRF was paper, but was fairly thick paper. Seemed to work OK for me.