It might be a combination of both the needles and your tension (tightness). I've never used bamboo needles, but I've read on this site that one of the advantages of bamboo is that your stitches don't slip as easily -- keeps them from slipping off, especially when you're using dpns. In your case, this isn't such an advantage!
You might try loosen up a little, but I always find that so difficult to do and still maintain an even tension. As for the needles, I would think you could treat them like regular wood in that you could try sanding them very lightly with a 0000 grade sandpaper. Or you might even try a light coat of wax. But, again, I've never dealt with bamboo needles, so you might want to wait and see if someone more familiar with them has any ideas.