They come in through the door when you do. That's the only thing I can figure out, I have the same problem. I've caught them doing it a couple of times, but of course I don't see them every time.

I think you're doing everything you can to keep them out. Unless, you want to build some sort of airlock contraption. Make it with smooth, white walls, a bright light, and a fly swatter. But, the thing is, even then, a few would sneak through, and that would absolutely drive you mad after going through all that effort.