I may have missed it, but I didn't notice what thread you were using. To get really small heads, not only practice & lots of it is needed, but also thread choice makes a very real difference.
If the normal thread you use is say Uni 6/0, then change to 8/0. Better still, use either Moser;s "Power Silk" which can be had in colours, or the white dymeema thread that Riny Suiter does.
Deer Creek - Home page do it, as do several other stockists. After you've completed the head, daub it with a black perm marker, let it dry & then super-glue it before putting a coat of good clear varnish on.
Both of the above are VERY smooth & slippery, so you might find a dot of super-glue on the shank before you start winding will help. Riny's thread, is even finer than Power silk.