Did you have good conductive contact between the lid and the body? This is important and needs to be over a larger area, not just points (otherwise you might have an antenna).
You can get special conductive tape (very beautiful btw, made from eg copper and conductive glue) and cover all the slits. This works better if you have conductive contact to the box, but still helps if not (in this case get the cheaper tape with non-conductive glue).
But as people involved in this space say, EMI is voodoo and I suspect praying to the EMI god, putting little metal amulets on all the cables and making strange markings with this conductive tape are all necessary to limit emissions below the limits. Homebrew electronics are the worst, and passing EMI tests with them can be a special kind of hell. </rant>
Radio waves will penetrate into a Faraday cage. How much they penetrate is a function of the cage's conductivity, holes size, waves frequency and the phase of the Moon. It also changes if you ground the cage, and if you are smiling or frowning at the moment.
