I've run into this too and, though I haven't tried any experiments yet, I'm wondering if this might be part of the issue...
There's a default 90 seconds, or something like that, after you come to a stop before the CS's electronic compass kicks in. It could be that, once you come to a stop and then look for guidance from your compass, you're in an in-between place where the sattelite guided compass has stopped (because you're not moving) and the electronic compass hasn't kicked in yet.
Maybe reduce the wait time for the elect. compass, or just try navigating with the long/lat readings -- make sure you've got a good fix from 3 or 4 sattelites.