Switch back to oem coil setup and see if you start blowing out oem coils maybe? With you being close to stock hp, oem solution should be more than enough.
Did you change the dwell when you switched to the denso coils (Standalone ecu with different ignition system setup), or are you running them on stock ecu?
I was wondering of the longevity of denso coils when ran on stock ecu, since they will be effectively firing twice as fast (they will be firing like they are on 16k RPM car when used at 8K RPM in wasted spark system), and the dwell for original coils is most likely too long for the Denso coil, so there is a higher chance of it overheating.

 

You could also try using a DMM to measure resistance on your cop harness to see if there are any issues there.

 

I know this is an old thread, but I just thought I would add that I am experiencing the same issues, even with authentic denso coils.. have gone through 2 on #3 and 1 on #4, and just today, 1 on #1.. Car only misfires at WOT (20 PSI+), and yes I have been messing with the COP for the past 2 years, and can now identify the difference between a fake (pretty much any coil purchased on ebay) and an authentic. I also have 2 sets of harnesses, one i constructed, and another i purchased from JDC when I was trouble shooting the first few times and needed to isolate the harness as a possible issue. My coils are gapped at .22, iridiums in the stock heat range, stock turbo on 93 oct..

Does the orange plastic piece have any functional use in the connector? It appears I lost one when I swapping my latest coil out for a new OEM.. (#1 coil)

 

failed coils are usually due to excessive dwell. with the stock power wiring you don't want more than about 3.5ms of dwell or they will run too hot.

 

After thinking about this some more, I believe I as well as the OP have been approaching this problem the wrong way.
What I am experiencing is a misfire under load, which points to spark blow out. I am going to pull my plugs again, and check that they are indeed a tight .22, and or possibly close the gap some more.
I think this should address the problem, which is actually too big a gap, vs. ignition coils, which do fail, but even when working correctly, will experience blowout if the gap is too large. Will report back after the jump.

 

Listen to letsgetthisdone, he knows what he's talking about, between him Mrfred and Malibu Jack I think they are the biggest contributors for correct information on tuning and troubleshooting.

 

As an update and to share info with others, I've since worked this out (mostly) part of the issue was a low battery, even though I had it on trickle most of the time, the battery had been run out enough to cause misfiring at idle in cold weather (30f), and eventually died a few months later. I did retest two of the new coils that came with the JDC kit i purchased that I had originally marked as dead (prior to a new battery), and found that one completely died - would not fire at idle, and the second would misfire under load.
I've since purchased a few sets of used coils from a salvage yard, and have had good results with those.
I do see a slight misfire in 6th gear, and flooring it WOT at 3k, but this disappears by the time I get to 4k in 6th. I'm thinking its probably a gap issue, though they are iridiums gapped to a tight .22. I'm fine with the way its running as is, and will likely replace the iridiums in there with about 10k miles with a new set gapped to .22 to see if that fixes anything when I get a chance.

Cheers!