Ted, I've had a couple issues with mine as well when using it with a Big Green Egg. After behaving perfectly for months, the fan kept going to stoke the pit when the set temperature had been achieved. I've worked with Customer Service at BBQ Guru (they were very responsive) but after returning the unit twice, they were unable to explain why this behavior happened. The only way to get the DigiQ to behave again was to unplug it and then reattach the power cord. It would then behave as I expected for the remainder of the cook.
Having said that, I wouldn't cook without this thermostat, at least on a BGE. It really makes temperature maintenance so-o much easier, and the results of my cooking have shown it!