That sounds like an awful lot of thread to me. I don't even lay down a full base of thread anymore. Just a tight wrap where I am going to put the marabou or whatever tail material down. I also do not wrap my chenille with thread but maybe 8-10 times down to the shank and again back top the jig head. I use Danville 140 waxed and rarely do I ever have a rolling problem with any of it. The tail material might try when I first tie it in but it tightens down quickly.
Have you possibly switched to a new hook style like a black nickel hook or maybe red hooks? It could be the finish on the hook that makes them slip. I have had that problem with red hooks a lot more than any other I recall.
I love taking my kids fishing, now if I could just manage to fish at the same time.