That is my exact experience as well. I build a wick into all my double-wall stoves for this reason. I also think it improves the cold weather performance somewhat, but I don't use this stove style in cold weather anymore. The wick for sure made the stove less finicky to operate.
I do not use a wick for my pressurized side burner stoves, the design I basically settled into ages ago. I make them out of Red Bull cans. I can (in the kitchen) reliably get 2 cups of water to come to a rolling boil using an aluminum pot with rounded edges with .5 oz of fuel. I have never tried this stove with a wick, in fact, since it worked so well without one. It's not a "special" design but it is the one that finally made it into my kit.
I have started using tea lights with my Fosters Can stove. Isn't is strange on simpler often works better?
These stoves will work just find WITHOUT the wick as many people will tell you (quite forcefully if you get the right forum).
There is a cold spot on the roof of my house near the attic door... where I pull insulation out to make stoves. :)