Is the screen calibrated? (Also, if the pen is held differently for calibration than for regular writing it causes deviation between the screen and pen's writing point.)

Maybe the bigger pen works better. Hard to say. As far as I've seen the Penabled electronics is pretty standard from pen to pen. Just the shape of the pen changes.

I've noticed that when the pen doesn't appear to match the point of drawing on the screen it was me shifting angles on the pen. It could be that a better shaped pen will help you hold it more consistently, so you don't get this deviation.