External ADC (MCP3208): why voltage increases when CT is loaded?

The non-linearity is at its worst at low power levels, and especially so with reactive loads.

You’re good to go with what you’ve got now. No real need to do anything else except make sure your calibration is good.

When you calibrate, use a large, resistive load, i.e one that’s in the middle or upper half of the CT max rating.

If you don’t have a resistive load that large, you can wrap more than one turn through the CT.
e.g. if you have a 1500 Watt heater, you can wrap 3 turns through the CT to get an effective load of 4500 Watts.

As I mentioned above, the FAQ has the answers to your questions.