A few things to check:
Obviously that you Z isn't losing steps on the way up. If you are using a Pololu based solution be sure your current/torque is turned up enough. Make sure Z stepper isn't getting to hot - the Z sits and waits locked for a long time if you don't set your firmware to disable Z when it's not in use - The screw should hold it fine and this keeps the stepper cool.
Check your temps - The PEEK holder of a JHead (and many hotends) will soften and melt from 250C so don;t let you hotend get above 240C. Verify what your thermistor/firmware is telling you is 240C is indeed 240. Use another reliable/calibrated thermometer to check. I use an infrared one which I have used at various know temps to calculate the albido (IR may read cooler than true temp as well). You thermistor or other resistance may be the culprit, using the wrong lookup table in firmware or producing a bad read. Aslo occurs if you dont have sufficient thermal coupling between nozzle and thermistor.
You may also have some rubbish PEEK which is not making it up to that temp before softening. If you PEEK has softened from overheating or being poor you will probably need to replace it - once they soften and stretch to over size they usually fall apart.
Finally, check your assembly of the Jhead was to the instructions for your version. I doubt this is your issue but I have followed the wrong construction instructions for a hot end before and it was an epic fail after a week of printing.