Prism99

Could be a bad batch of thread. I don't care for King Tut -- too linty and too heavy for my tastes. I would suggest trying out Glide thread or Metro Sigma thread (or Isacord), all polyester threads. They are easier for me to use than cotton thread, fewer issues, and less linty than cotton.

Edit: should add that dark cotton threads and variegated cotton threads tend to have more problems simply because the dyes and manufacturing process are harder on the thread.