Satsuki Azaleas have a tendency to be basally dominant (lower branches grow stronger then top ones). You may need to focus on pruning lower branches more. They can withstand hard pruning and can produce shoots from branches with no leaves left. The best time to prune is usually after they drop their flowers and have finished blooming. You can also prune early spring before they flower if you intend to preserve the tree's energy for a specific reason. With that said some varieties of Azalea are simply better for bonsai cultivation then others. I have a hybrid Autumn Carnation variety that produces beautiful spring and fall blooms. Unfortunately it's growth habit is not very compact. Combined with large leaves it's simply not very practical for bonsai styling. This Azalea I just posted is called a Kazan Azalea. It's a very shrubby slow growth variety. This is very ideal for bonsai as the plant will maintain it's aesthetics without as much maintenance required.