I haven't really had that problem with celluclay. It does tend to separate from the sides of my base a little bit, but not by much...most of the time it's barely noticeable. How much water do you mix it in? I try to use as less water as possible. It takes a little bit for all the paper and plaster to get wet, but I make it have a very thick viscosity to it, which also helps it dry faster and hold its shape after I'm done applying it. That may be the reason why I don't have any problems with celluclay.
Even if I did have a slight problem with it, I always apply a small layer of plaster mixed with talus sand to give it some texture, then I stain the plaster. If there are any imperfections with the celluclay, the plaster will cover it up.