Ok, well this is odd. I went back to a thread I started a week or so ago about using cones of thread in DSMs.
I re-read all the suggestions and ended up trying to stick a smaller empty spool inside the cone and put it on my machine the traditional way. That seems to have worked.
So far I've run 4 pretty long rows of stitches and not one nest. (knock wood....)
What I think is odd is that the cone is still spinning, just like a regular spool of thread would, and yet now I am getting no nests.
Also - One person on one of the threads said having that much weight of the big cone will wear out the machine. Could that be - especially on an old all metal machine like mine?