@jeremy
Yeah, I don't have scope at hand to check out what's going on (which is pretty lame). Output cap is low ESR. I haven't measured the input current yet. And, yeah, that is pretty weird, the current simply ramps up, when moving the fine pot just a little bit, from 200mA to 800mA with CC dummy load, and voltage goes down rapidly, something odd is going on.
@Skimask
Ok, big ground plane it is, I'll etch some PCBs, try out different layouts, and report back results.