Weird. I've had a few of the correct stack movements, but never had that kind of problem.
The GMT hand might get stuck with the hour hand. Have you tried "rounding" the independent hour hand for a few full circles? Crown on the date set position -> turn anti-clockwise. Then again, round the both hands around the dial and play with them a little. The hand function on the correct stack GMT is a bit so and so... It might help.
PS: I've noticed that changing the local time backwards (minutes & hours) makes the GMT hand go out of sync. You can, however, return it back in sync when you play with the independent hour hand a little. The hands are a bit "wobbly" on my watch, but function perfectly.
@Nightstroker: Good advice, but not for this model. He's talking about the correct hand stack movement (hour hand adjustable) which functions like gen. You can't set the GMT hand independently on that one.