I double the heavy water soluable, make sure you are using a 90/14 sharp, then what thread are you using. I find that the rayon does that, but if you use a polyester embroidery thread, it works better.
Now you can use a 50wt cotton thread as well and put in both the top and bobbin. On occasion that happens to me, but since I have changed them up a bit and using the double water it works best.