I had a bizarre problem today with Aux particles jumping back and forth all over the screen. I went through setting all sorts of parameters to 0 to try and pin it down and eventually found that they behaved if I set Physics to Bounce OR didn't use Pre-Run. As I needed turbulence for the main particles the only way I could get them to behave was turn off pre-run and then they worked fine.
Is there a known issue with pre-run and Aux particles?
Not that I know of. However, Aux particles will only be affected by forces once a few main particles have been emitted properly. It seems that all PreRun does is really fill the emitter without respecting all the forces. So I guess one could call it a bug.