SayIDidIt………
Try using some bamboo BBQ skewers (a pkg of 50 is about $1 in the supermarket). Cut to about 4-6 in lengths.
Puncturing the dough and not leaving the sticks in during the rise will cause the dough to seal up. In fact to help leave some airspace you can spray the sticks with veg oil (Pam type). Similarly you can use narrow diameter plastic drinking straws cut to 1/2 length.
FYI> The slashes you see on rye and other breads are made after the loaf is formed and risen to allow steam to escape during baking. If you slash before rising, it will just seal up during the rise (also know as proofing).