All the parts turning isn't a big deal. I found that they are alot easier to adjust if you raise the bike on a lift to get the weight off the rear springs.
As to leaking...when mine leaked, I saw an oily residue that collected alot of dirt near the bottoms of the shocks. I sent them back to Progressive and they rebuilt them and even put new chrome springs on. Unfortunately, they are leaking again. I should have sent them back over the winter for another rebuild, but never got to it. Luckily, I saved my old OEM shocks to use if/when I do actually get around to sending them back.
Luckily ive got no oil at the bottom of the shocks, just on the exposed notches. Ive haven't had them adjusted below the lowest setting til now so for all I know its been there since new.