I had a sidewinder and returned it, tried another one, the blue one (I can't remember the name) still a mess, and hard to use. You can turn the knob the thread winds around to tighten the tension, that helps.
I figured out how to get the bobbin winder on my Janome working right, by increasing the tension (winding the thread around the knob differently to increase the tension, then holding tightly to the thread until it is well started, then snipping the thread.)