fungus:
I still think they're the problem, not the MOSFETs. The cathodes all seem to be joined together when they arrive at a MOSFET, Is it possible that charge from the capacitor is leaking into other LEDs via. that junction? If so you need to put more diodes in there to prevent it.If you want smaller capacitances in your MOSFETS you probably have to use smaller ones. T220 MOSFETS have a big chunk of silicon inside them so capacitance is always an issue. You can try something like a VN1206L which comes in a T0226.
An oscilloscope would solve this mystery far, far faster than debating in forums...
You are correct. I need a diode in the cothode as well to completly isolate each led. This seems to solve the problem.