This is a known issue. File Based Write Filter works as you describe: all writes are made to the disk and not the overlay. UWF has a different architecture than the old FBWF or EWF. As a result of this new architecture, you open the holes, but all writes to the unprotected files and folders are still written to the overlay. These get cleared out of the overlay on reboot, but the files remain on the disk. I call this the UWF quirk.
The problem has been reported, but this is how the UWF works. It is not going to get changed any time soon. The quirk is a problem for big files since there is limited overlay space. The solution is to use the open holes in the protected system are limited to small files like log files, and use an unprotected second partition for big data files.
And yes, this was discussed in my book.
-Sean Liming