Do you do this in Legacy or OpenGL canvas?
What OS you’re on?
I’m running a nightly on Win7 (2017-01-20 revision 550a1ea) and have lines on the Edge.Cuts layer from a DXF import that are 0.1mm wide and are definitely NOT sitting on the grid.
In neither canvas do I have problems selecting those elements.
They’re not locked and also not part of a footprint - as I’ve come across just yesterday when I checked out that project for @graemef here (something I would suggest not to do as those lines were really not select-able):
So yeah, I can’t confirm this.
If I can’t select a line (usually small arcs, when not zoomed in are hard to ‘hit’) I just have to zoom in a little closer and it works. No fuzzing around needed for me.
A note on that one:
If you use the relative coordinate readout at the right bottom corner of the window and have the correct grid (as fine as you want really) and use the [Space] key between line points it becomes very easy to place this stuff accurately.
You can even use the arrow keys for advancing the coordinates by grid-step (the finer the grid, the longer it takes this way though) instead of the mouse (or work with the mouse as well, for rough positioning) - and when you want to fix the line point at a position hit [Enter]. If you hit [Space] at the same time, you get relative coordinates from this point to the next one.. really easy.
Once you’re done hit [ESC].