I've experienced this on several LED bulbs, usually the cheaper ones, but not always. There is some leakage though the triac. IGBTs tend to "close the gate tighter" and not flicker those cheap bulbs. Sometimes having more cheap bulbs on the circuit helps, but the qty varies widely in my unscientific experimentation.
If you're stuck with what you have, place a small dummy load on the circuit with the LED bulb. Old AC/DC adapters (heavy, non-switching) work well without heat, noise, or light (you don't even need to plug in the DC part). I use that method the most. Regular tungsten light bulbs are good as well; nite-lights included (as tony mentions). Or you could build some fancy circuit; i'm sure the experts around here have some suggestions.