@Fox > In this instance (rapidly pressing the hot cue buttons) I think you may be better off turning off Quantize. If, for example, you are trying to create a 4 beat loop using a hot cue, with Quantize enabled, then you should press the hot cue directly after you've heard the 3rd beat - that way, the CDJ will play until the 4th beat and then jump back to the hot cue first beat. If the track plays just a little beyond the 4th beat before you press the hot cue then you are going to have five beats before the hot cue jumps back.
I hope I'm explaining myself clearly / understanding you correctly. Perhaps you might post a quick video if you get the time just to make sure...