Hello jremington and thanks for the reply!
Yes, I performed all the modifications as described in the blogpost you linked in your reply with the exception of removing the power indicator led as I am switching off power to the module anyway. 
I followed your suggestion and used a 1k resistor to pull up D2 (INT0) on the Uno upto Vcc on the board.
However, the result is still the same:
Interrupts when module powered on.
No interrupts when powered off. 
Any other suggestions I could try?
Thanks!