When I make a jelly roll race, I don't press seams until the sewing is all done. That makes the seams act naughty when you go to set them. So how did you set the seams? If you first pressed them to the side to set them, then you re-pressed some to the other side to nest them, that could be the problem.
Did you press them to the side on the back side of where the fabrics were sewn and then press them the same direction from the good side as well? That often flattens them out for me. Just as often, though, I live with some of the seams not being nested. Seems I am not a perfectionist...
If you are planning on washing the quilt before gifting/using it, and all other options fail, try some washable glue to hold the seams in the direction you want them to lay. Just be careful not to stretch the fabrics while gluing and pressing.
Hope that helps!