Thanks XYZ.
I tried setting all of my settings back to default and it cuts perfectly.
What I found was causing it, was changing the layer height to 0.2 or below, with a first layer height of 0.3.
I then found if I changed both the layer height to 0.2 and the first layer height to 0.2, again it cut as expected.
Modifying Support Horizontal Expansion all the way to zero (default is 0.2) makes no difference to the result.
I'm using it on a Wanhao Duplicator i3 Plus, with a 0.4mm nozzle.
I might try running it on a Windows box to see the results.