I've been working on cleaning up the transitions between notes, especially when lots of fingers are involved, e.g., low B to high D. One thing I've noticed which really hurts this transition is allowing the fingers on my left and right hands to "float" at different distances from the whistle when I play the B. In other words, if my left hand middle and ring fingers are a half inch from the tone holes and my right hand fingers are all two inches from the tone holes when I'm playing a low B, the transition to high D will not be clean.
In general, I find that if I allow my fingers to stray too far from the tone hole when they're not actually in contact with the whistle (e.g., the fingers on my right hand when I'm playing a G) then it really hurts my performance.
I normally don't look at my fingers when I'm playing, but if my performance gets sloppy I find it somewhat valuable to take a look and make sure that my fingers are within an inch or so of the whistle when they're not in contact with the tone holes.