'Rapidrob' - Welcome to the KCA Forum!

You can purchase a 'New-Old Stock' model 1898 Bolt from 'Movieman 630' (on ebay), aka - 'Grandpa's Gun Parts' (in KCA Classifieds), for $55. This would likely reduce your head-space. But, that might not be the problem.

With the .30-40 being a rimmed cartridge, 'Head-Space' on a U. S. Krag is measured from the bolt-face to the rear face of the barrel, where the cartridge rim stops.
IIRC - This runs about .064" minimum ('Go') to .074" ('Field').

Many Krag Shooters 'partially' Neck-Size their fired cases and 'excessive' Head-Space is never an issue.

Other excessive dimensions can cause case problems:

1. Excessive chamber diameter (which would leave a case poorly supported and likely to expand and split length-wise). 

2. Overly long chamber (which can allow the case-shoulder to move excessively forward, causing case-head separations).

Photos of some of your fired cases, might better reveal the problem and facilitate solutions.

FWIW - I once had a (.303 cal.) Short Magazine Lee-Enfield - Mark III. Its 'brand new' barrel produced complete head-separations, with new commercial Brass, after one reloading.
The rifle had been 'Factory Thorough Repaired' by B.S.A. in 1953 and was like new.
But, the Chamber dimensions were 'sloppy' and not intended for reloading! The case shoulder was blown forward and the stretch thinned the brass above the case 'Web'.
(Even Neck-Sizing did not help. I have never had this occur with a Krag).

It is probably unknown, what your 'new' barrel has been subjected to?
A 'chamber-cast' would reveal if dimensions are 'out of whack'.