I prefer to use the Klemheist over the Prussik but that is just because I'm only interested in the pull in one direction when connecting to a tarp. Both knots are essentially the same, just a friction knot.
Anyway. I think if you check a good knotting page the general rule of thumb is that the line used to make the Prussik or Klemheist loop be about 30 - 40 % smaller in diameter than the load line round which it is wrapped.
Though in practice I haven't noticed any real problem with using line of the same diameter to not grip enough. It could be that the binding is caused by using a loop line that is more than 40% smaller in diameter than the load line ( i.e. the ridge-line ) Perhaps the much smaller diameter line compress the load line to much and causes the binding. Or perhaps its something else - like the ridge-line being made like the amsteel line wherein the line is hollow inside and not like other line where it is a sheath wrapped round some fibers inside. I have never had the problem of the prussik/klemheist loop binding my self on any of the line I have used.