Try using a Universal or Jersey/Ballpoint or Stretch needle 80/12 with wooly nylon thread.
Try using a fine bobbin thread - in a pinch I have used 60 weight Mettler cotton thread or even fine silk thread.
Check your top tension to see that it is pulling the bobbin thread to the top more than in the reverse.
There's a marvelous little book by In Cahoots called "Point Well Taken -The Guide to Success with Needles and Threads" that is my go to bible for all things in this area.
Jan in VA
If the wooly nylon continues to bother you, look for some Jeans Stitch thread from YLI; great colors and has a nice finish on quilting projects. Use with above bobbin thread and TopStitching or Embroidery needle 90/14.
Last edited by Jan in VA; 04-01-2013 at 04:11 PM.