Question About Bellows...

Which Asahi bellows do you have? I have the Asahi Pentax Auto-bellows with the dovetail-style rail, and I do not have that problem.

I have one of the small Pentax single-rail (round rail) bellows and would not recommend them for coins. They are great for field work since they are so small (similar to Nikon PB-3) but they were never intended for focusing by lens extension. In the field (and indeed in the studio) it's better to set the magnification with the lens extension, then move the whole assembly versus the subject to set focus. This is a tough lesson to learn for folks used to "normal" photography but for macro this is standard practice.

The Pentax Auto-Bellows that the 'Cap mentions is a great replacement because it has a built-in focus rail. The rail adustment is fairly coarse but can be used for focusing on tripod or fixed copy stand. Other similar bellows are Nikon PB6 and Canon Auto Bellows, but the Pentax is much more compact. All are high precision machines made in the heyday of Japanese manufacturing.

If you want really fine adjustment, you could always go with a Novoflex single-rail bellows. It has a micrometer adjustment at the front. They are harder to find but have a special niche application. They are also small like your Pentax if that is a factor.

Edited to add: I just missed your last post...you could of course add a focus rail, but it's probably better to get a bellows with rail built-in. Most inexpensive rails have poor precision, so you'll have the same issue you have now. The round-rail Pentax bellows also don't have a very sturdy tripod mount as they were intended for handheld use, and this is probably contributing to the unsteadiness.

My thoughts were in line with the NovoFlex...
Bellows much like lenses, some have very fine adjustments, most lenses for example when you turn the lens it seems to really go from high/ or in focus to low/just out of focus in a short distance. some lenses have that extra turns that allow you to really dial in a precsion focus that's OH SO NICE... I have the canon FL, and have been happy with it,
But from many referals, the Nov Flex appears to really have that, fine tuning when DEPTH of field really comes into play....As Ray mentioned, always fix your magnification and then adjust the distance with the bellows..

Although the Pentax bellows did work quite well (compared to my previous set-up of just a standard lens and extension tube), in hindsight I can see the wisdom in the recommendations above. My main problem was adjusting the focus when you are fiddling with the screw so close to the lens (due to the small design and single focus rail), the image became shaky when focusing and it took several adjustments to get it right.

Looking at the novoflex, they do look like they tick all the boxes (the canon also look very capable).

Thanks for your help Ray, I appreciate it.