Vinny,
Even when we prune in the winter cutting large diameter branches and leaving them unprotected creates all sorts of problems in large adult fig trees due to the excessive humidity and rains entering the open wound.
I always protect the largest diameter cuttings to avoid that and still have a few problems with excess humidity entering the trunk and causing tissue disintegration in older trees like in the following 2 photos:


Helike,
To avoid problems due to excessive latex inside the parafilm, make a few superficial cuts below the graft.
The cuts should be superficial but deep enough to reach the vascular tissues. This allow for the excessive latex to escape the branch you are going to graft.
You can do that some time before the graft if the tree has a great flow of sap or minutes before if the flow is medium. This avoids the drowing of the graft.
The growing bud will break the single layer of parafilm and allow the excess moisture to escape avoiding the accumulation of moisture inside the parafilm and the rotting of the graft.
In the winter months, with dormant buds i always cut the parafilm after the graft has taken (usually 4-5 weeks after doing the graft) to avoid rotting and fungus growing underneath.