there is always going to be some hysteresis in a TRV because
a) without any the system wouldn't work properly (eg with the boiler short cycling) and
b) the wax in a TRV has an appreciable latent heat of fusion, so won't change phase very quickly almost regardless.
The wax sees heat from both the air in the room and more directly via conduction and radiation from the body of the radiator/pipework it is attached to.
If the contribution from the latter sources is large and/or continues for long after the water flow through the radiator shuts off, you can get some odd effects. Worse yet if the room cools a lot faster than the radiator itself (eg because the room is cold and draughty, and/or the radiator/TRV etc stays warmer than the room for a long time then the air in the room can be quite cold before the heating kicks in again.
So I'd experiment with a few things; in each room look at how the TRV is sited, and try to allow the TRV to see more average room air and less heat from the radiator and the hot water circuit. In practice this often means insulating the hot water pipe run if it is beneath a TRV and maybe putting a insulating baffle between the radiator body and the TRV, all whilst not obstructing airflow over the TRV itself.
There is also an argument for turning the boiler down, so that the water coming out is not as hot; this will cause the TRV temperature not to overshoot (get too far past its normal closing point) on each cycle, and will probably mean that the TRV will not take quite as long to open again. It will also make the whole system less prone to short cycling via the main system thermostat.
BTW if the whole boiler shuts off when the main thermostat senses the set temperature, yet this location doesn't cool as fast as the rooms you are in, they can get rather cold before the system fires up again, andin this case it is probably little to do with the TRVs
cheers