Chas, some of my effects also produce glows/halos.
I try to lessen the problem area by cloning or painting with color from the adjacent area, -- or by painting in darker tone on the glow by using a masked brightness/contrast adjustment layer. However, I think the easiest fix is to put a black mask on the effect/HDR layer & paint white on the mask where I want the intended effect -- or vice versa (black on a white mask). Then use a little gaussian blur on the mask to smooth out edges.
The richer tones of your HDR layer are nice!