Yes, you have to wind monofilament thread *slowly* so it does not stretch as it goes onto the bobbin. Stretching as it winds means the thread springs back once it is on the bobbin and exerts more force on the center, actually making the bobbin hole too small to remove from the winding post.
Also, can your machine take metal bobbins? Plastic bobbins are much easier to distort with stretched thread. Even with metal bobbins, it is advised not to fill them completely full because of the pressure exerted against the top and bobbin; however, metal bobbins are less likely to distort from the pressure than plastic bobbins are.
Also, check how the thread is fed to the bobbin. You may be able to skip a tensioner to lessen tension on the thread as it winds.