What you're trying to accomplish is what I would call a "balanced zig-zag." I've learned that not all machines can accomplish this feat. What we did at the shop is get the tensions balanced, so the top and bobbin threads aren't poking through on either side. Then we evenly adjust the top and bobbin tensions tighter. Thread quality does matter. At the shop, we could never get a balanced zig-zag with Coats & Clark sew all thread. When you pull it through your fingers, it has a vibration that you can feel. Try a Guterman or Metler, 100% cotton or 100% polyester thread. It really does make a difference!