The DIO pins are all outputs from the radio when in packet mode so they don't float, you shouldn't pull them up or down otherwise it might drive the signals into a state that draws current through the pull-ups or pull-downs when asleep. The SCK and MOSI should be driven low by the MCU, the SS# pin driven high, and a pull-up enabled on the MISO on the MCU to prevent it floating (the radio will tri-state the MISO when SS# is high).
It might be worth checking that ClkOut is turned off, bits 2-0 of RegDioMapping2 register (0x26) should be 111. This is not the hardware default value on power up (it's actually 101 which is FXOSC/32) and enabling that buffer even when it's asleep and FXOSC is not running might be the cause of the extra few uA you're seeing.
Mark.