If the thread path is the problem, then I suggest unthreading and giving the path a good clean and remove all dust, oil etc.
What happens more frequently, is the problem is on the cone itself, two possible causes.
First, I watch a sample stitch out and look for the tell tale signs of the problem, and at what part of the cone it is getting caught.
I then rub my finger around the edge of the cone til I feel the "nick" or rough area.
Then I take a craft knife and carefully remove the small offending piece, careful not to take too much and leave another rough spot.
Usually I can see the "nick" where it gets caught, once I know that is the problem.
But you have to watch it stitch out, you will know it is happening by the way the thread jerks more than flows off the cone.
Second possible cause, is not a mark on the cone, but the thread gets caught on itself.
This happens when more thread than is required unwinds from the cone and it gets caught either underneath the cone or underneath the bottom of the remaining thread on the cone, as it is drawn through by the stitching process.
The place it happens is usually the botton of the cone, look for a small gap between the base of the wound thread and the cone itself.