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A dense plasma focus (DPF) is a compact coaxial plasma gun, which completes its discharge as a Z-pinch, producing short (11 neutrons/pulse at 3.3 MA peak current, and higher-current commissioning is under way. Like most DPFs, MJOLNIR exhibits variable yields in some configurations. We present evidence of the role of parasitic current paths within the gun in stochastically influencing the yield. First through “conditioning shots,” where new hardware has been introduced, we show that increased run-down and run-in speeds correlate with higher yields. These observations are consistent with current being delivered to the electrodes but not to the main plasma sheath, degrading the implosion-driving force. Once nominal conditions are established, we correlate low-performing discharges with smaller current dip and associated voltage spike for a fixed machine configuration. A snow-plow model is able to recreate small-magnitude current dips through the introduction of a parasitic current path, and particle-in-cell simulations establish how parasitic current paths lower the ion beam energy available to produce neutrons. Finally, we observe an increased likelihood of shots with low yield and smaller current dip with increasing fill pressure.