I, too, wind my own bobbins for FSL (4-needle machine). The machine winds far better than my household machine and gives excellent results when embroidering with those.
Ha! Only ONE needle (unless it breaks...).
But we always use matched self-wound bobbins.
And, as we've recently found out, if you keep a little pressure on the winding-mechanism (Bernina Artista 185), you can get much denser packing and there is not much advantage of using any pre-wound bobbind at all.
I have a 4-needle and use pre-wound for white and black, but for FSL I wind the bobbins on the machine. That works well. So no horror stories I'm afraid.
I have a 6 needle and I normally use the prewounds but for FSL I wind my own and use the Sidewinder. I have a single needle machine also but it doesn't do as good a job as the Sidewinder.I love FSL and do a lot of it also.
Hope this helps.
I have a 15 needle machine, and if I want my btm thread to match, I use the winder on the embroidery machine . On other things I use the prewound white bobbins. I buy them by the box of 144. I save some of the empty bobbins to wind my bobbins for the FSL ect.
I have a 4 needle MB4 and I always wind my own bobbins.