Neil,
Perhaps you are unlucky. 187R will pull 6.7mA through the programming resistors which is higher than the LT1086 typical value of 5mA. But as Teddy says some 1086s will require 10mA to regulate. Usually the current drawn by the load gets the total up to 10mA. Any idea what your load is drawing?
If you want to try the 1086 again, redoing the programming resistors based on replacing the 187R with a 120R should do it even with no load.
David