Obviously skimmers work by mixing water and air to remove organic compounds from the water column. Skimmers can and need to be adjusted. Not familiar with this skimmer but can you direct the out put further away from the return pump or put a sponge there to catch the bubbles?
Super late response, turns out the slimmer needed to break in - I get small bubbles if the water level drops, but overall, it’s been working decent. It doesn’t get the greatest skim, but for $60 I wasn’t expecting amazing results.