Ashauler is right - it sounds like a humidity issue (or a temperature issue, which is more-or-less the same thing). So let's narrow it down a bit:
Besides splitting, how are the cigars lighting and smoking? Slow/fast/easy/hard?
What's the temperature in the room where the humidor is located? Does that temperature vary daily? (E.g., if you have A/C and set it to go off during the day.)
What are the temps like where you are smoking? Humidity?
How often do you open the humidor, and how long is it open for?
BTW, some Gurkha's are known for delicate (thin) wrappers. Thin wrappers are better-looking because they typically have little to no veins showing, but they are sensitive to changes in humidity (which contributes to splitting). (The same can sometimes be said for Cameroon wrappers.)
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