I have encountered this problem a couple of times. It does not occur when the stove runs at high power, It happened when I set it to simmer or when there was only little gas left in the canister. Only some time after that I learned here that I'm not alone.
I like the stove and I have built a nice system around it (see this thread), so I looked for a way to fix it rather than get some other stove.
It seemed that the flame gets inside the burner through the mesh backing the jets, not through the air intake holes as someone suggested here.
I have replaced the mesh with a finer one. I have used a mesh from a stainless steel tea strainer, the holes are about 2/3 the size of the original mesh. Opening the burner was easy (but it took a lot of much more complicated trials) - I just squeezed it slightly in a vice and the upper part popped out. I replaced the mesh with a new one cut to size. I had to add a ring made of a strip of thin SS sheet around the inner circumference to hold the mesh in place (the original was spot welded to the burner I guess). Then I just pressed the burner top back.
I have tested it by letting the stove burn for some time at the lowest power. Previously, I was able to reproduce the problem this way - the burner got red hot and then the flame got inside. Now, this does not happen any more and while it gets red hot, the flame stays where it should.
I'll see how it stands up in long term use. I hope the new mesh is durable enough; it is a bit thinner than the original one.