Absolutely. When I take 2 days off to recover from a couple weeks of grinding through hard lifts my BG averages will creep up almost 30 points by the start of day 3. So I completely agree with you that the exercise does a ton for changing basal rates. I test 6-9 times per day depending on what I'm doing and if I'm on the road driving a lot.
Eating the small meals is huge. Preventing the spike and limiting the amount of large bolus will help. Just make sure you're not excluding anything in the small meals. I've seen people, including my old teammates, end up forgetting to eat food groups because they are focusing on getting the meals in instead of the quality of the food they are intaking.
Even better than the CLA is the casein protein or cottage cheese. I am a firm believer in that, especially if it's the workouts that are causing your LOH.