I've seen this problem with LED (GU10) lamps, but perhaps it could happen with CFLs too. Found that capacitive coupling between the cores of (fairly long) switch runs, used for multi position switching, was the cause. The fix was a small capacitor accross the first lamp in the chain. If I remember correctly a 0.1 microfarad, as used for interference suppression, did the trick. Obviously needs to be rated to be accross supply voltage.
