This is just a guess, but... when you're piecing, you're going at a much slower speed than when you're quilting. So any rough spot the thread encounters (bad needle, burr in a thread guide, etc.) won't cause as much of a problem. So go through the usual steps. Make sure the needle size matches your thread size. Try a new and larger needle. Make sure there are no burrs on the thread guides, throat plate, or hook. Make sure the bobbin is good and properly wound. Good luck.