I have issues with excessive backlash in DEC (and RA which is less of an issue) as well. My PHD2 graphs look similar/worse when the DEC is slewed in the opposite direction it had last been driven.
I spent a lot of time adjusting the backlash until I could feel some thumps when rotating the DEC (and RA for those adjustments) at various locations on the gear set. I checked backlash at 8 different points each around the DEC and RA, making sure that there was always some rotation felt/seen at each point, and if there wasn't any I could detect I adjusted until there was clearance I could feel.
After a lot of time/repetition I ended up with what I felt was OK backlash with out any binding. It wasn't as good as I would've liked, but seemed to have enough clearance where I checked it. The next time I had the mount out under the stars the star alignments were consistently way off. The mount never made any unusual noises (even when listening with my ear up against it). So I slewed the mount in smaller increments in RA and DEC, checking for tightness and found several spots that were too tight still and I had to loosen the backlash adjustments to pretty much where they had been before I ever made any changes.
The point is the worm gear (driven by the worm) itself will not have the same backlash through all the way around it. Off the top of my head my mounts issues could be from gear tooth machining tolerance, damaged gear teeth, the worm gear's bore isn't concentric, bent shafts, bearings issues, etc. Similar issues can exist in the worm as well. Whatever is going on in my mount, changing the backlash isn't going to fix it.
Be careful making changes in the backlash, it may seem OK, but turn out too bind at other points, and the backlash can tighten up from temperature changes (and mount loading as well?).