As I think I have said before, I use exponential on my DF yachts' rudders. Make sure you are reducing the movement around the centre and not increasing it. You'll need 60-80% expo to really feel a difference. There is a little graph on the transmitter display that flattens out around neutral as you adjust it - if it gets steeper around neutral and flatter at the extremes, you are adjusting it the wrong way!
Expo basically makes the rudder less sensitive to stick movement around the centre, but retains the full movement when you move the stick to its full extent. Effectively it softens or dampens the rudder response around neutral, while still allowing full movement when you need to get out of trouble.
Rates are probably less useful for this as it gives you two ranges of movement which you set by using a switch for full movement or reduced movement.