When flying a VOR approach, if I use both the CDI and the GTN GPS as back up / verification, I basically fly in random Brownian Motion tracks. When I just use the GTN for the DME function and only pay attention to the needles and not the magenta cursor (and of course the Attitude, DG, etc.) it's night and day.
Fun fact 2) For the "distance to" (using the GTN for DME function) it works if I hit "Direct to" and enter the VOR. IF instead I create a flight plan and put the VOR as the first and only line, it won't give me anything. I think you need two points in the flight plan to get the distance, bearing, etc.