@bond-jacob I posted this problem over on your Bond forum also and @bond-merck gave me a solution. Everyone can read the explanation but he thinks that the Pico is still sending duplicate commands to HE when the Bond has received command from HE already started transmitting to the fan. Since those are operating at such a close frequency, they are interfering w/ one another. His solution was to add a 300ms delay to turning on the light in the HE rule and THAT WORKED!!!!!!!
Thank you to everyone that chimed in to talk thru this weird problem. It's an issue that I have never read anywhere in this forum, the Bond forum, or ST forum so I hope that seeing this thread will help at least one other person in future.
Merck's answer on the Bond forum can be found here: Pico trouble with Bond-controlled fan - Bond Home Forum