I'm haven't done CrossFit, but post-intensive exercise highs are a common problem that a lot of people have. You need to work out how big a bolus you need to take when your workout is done.
I do a 6mi mountain run every other day, and I've determined by experimenting that I need to turn off or disconnect my pump about 30min-1hr before the run, and then take a 2 unit bolus 5-15min after the run concludes to keep a level bg.
So I would say it's fine that you're disconnecting during the workout (because you probably wouldn't want basal insulin then anyway unless you went into the workout with a very high bg), and you should try giving yourself a small afterworkout bolus and then increase the dose each WO until you get yourself level. As always, doing WOs at the same time each day helps a lot. Also, if the WOs vary, you may need a different bolus after each.