Happens to me when I make the wick too thin. Takes some practice to get it just right. I don't like to "pre-scrunch" the cotton much, just lightly form it into a cylinder maybe about 1.5 or 2 times the diameter of the coil. I roll a point on it to thread it through, then cut that off. You don't want to get oil from your fingers onto the wick. When you pull it through, it should be a bit "snug", but not so tight that the cotton stretches out when you pull on it. That's my method anyway.