First point is that provided that you are +/- 5deg of the chosen bearing then you are considered to be established on that bearing. So +/- 3 deg is not bad when using an ADF.
Second point - are you allowing for or trying to eliminate the effects of ADF dip. If not then that could be why you roll out of the turn expecting to be on the bearing but find that you are not exactly.
Third point - We all bracket. That is how it is done. It's when you diverge beyond the +/- 5 deg and struggle to work out how to get back that you end up in trouble.
Get yourself a copy of RANT which is a great PC based training device and well worth the money. I don't have a link but I expect someone else here can provide one.
Regards,
DFC