Function wearing decoration's clothes - and yes, very likely your missing move.
A pastry full of expanding steam WILL open somewhere. The slit decides where. Cut one and the shape blooms along your planned line; skip it and the steam bursts through the weakest seam, which is usually a side wall - exactly your symptom. It's the same logic as scoring bread: you're not cutting for looks, you're giving pressure a door so it doesn't break a window.
Some shapes also use the slit decoratively - pinwheel-style pastries open their points from deliberate cuts. Function and beauty in one knife move.
So: side-bursters get a confident slit (or a fork dock for flat shapes) before the oven. Your seams will thank you.