Bad idea to sheet with ply. What exactly are you haveing a problem with with the open bays? It's not that it's a problem sheeting the whole wing, but typically not needed with plastic covering. As far as the leading edge, typically you need to put a big honking thick piece of balsa stock up there and sand it to shape.
See this thread on a jet I recently built:
http://www.rcuniverse.com/forum/m_20..._isobar/tm.htm