I suspect one of two things is happening Zoe. A) It's possible that the parchment needs to be softens a touch more and is still causing some perforations during baking. Try crumpling it one or two more times before adding the pie weights. B) It could also be that the chunks of butter that you are leaving are just a touch big and so as the larger pieces melt and steam during the bake there's, not enough crust to hold the everything together leaving your holes. You can try to either roll the crust a bit thicker or you can work the butter into smaller pieces if this is the case.  

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