I've had this problem too and it's a tension problem on my machine. I tighten the top tension slightly.
Do you have a photo of what your machine is doing?
Is there too much fabric under the foot or Is there a burr or scratch under the foot perhaps?
I had problems recently with the foot getting caught on jump stitches when making an ith project. The problem that time was the fabric layers were too thick
I hope you can get it sorted soon
I'll try to get a photo. This happens sometimes when I am doing fonts, but most recently I was trying fringe flowers and at two points in the circle of satin stitches the thread would get caught on the left side of the pressure foot when I was on the left side of the circle and then on the right side when I was embroidering the right side. It only happened at those two points on the circle. My Pfaff has a "u" shaped embroidery foot if that helps. I appreciate your help.