I would be interested to hear an audio clip of this problem. I may be able to work out what's going on. Some of the filters do breakup, especially with the high resonance settings. However the standard ones (filters 1,2,3,4) should all be totally stable. Obviously filter 0 (off) should be totally fine! I'm wondering if a slightly loose pot would cause this sound - if it was continuously sending out noise-like data.
I load and verify the software on each Arduino before shipping, but there's always a possibility that there's an issue with it. I've not come across it myself as yet though.