When I have more than 10 characters in my "Press and Hold" set, I am unable to type 10 or 11 or 12 to select a character. It registers the second keypress. If I type "12", it registers "2" and inserts the character corresponding to "2". This is El Capitan.
Note that I've modified my English options to include Vietnamese characters than I occasionally wish to type, but I assume this would also be a problem if I changed my locale to Vietnam.