Before wrapping toilet roll or anything else around the point where the catheter enters you penis I would check that this is not going to, or be likely to, increase the risk of an infection?
The importance of absolute hygiene at that area can not be over emphasised, as one who has had a UTI I can tell you you do not want one if you can avoid it, it is excruciatingly painful, or was for me.
You always wash away from the catheter entry point, washing out away from, rather than in towards, the penis.
Some catheters do leak, some less so or more so than others. If it is unbearable you may be able to have the balloon at the end filled up more to try to improve the seal? Worth asking the District Nurse or your GP about.
You are doing well so far.
atb
dave