I've been doing the same thing and training in a wide range of lighting from dark rooms to bright sunlight. I've also noticed some slight improvements on the distance and recognition since installing the official Anniversary Update (currently build 14393.67).
Another possible change I noticed after the Anniversary Update:
I have my phone set to not require me to sign again in for 3 minutes. I'm pretty sure that prior to the update, any time I turned the screen off and back on, the iris scanner would activate with "Looking for you" displayed at the top of the screen, but during that 3 minute window, I could also just swipe up and continue using the phone without entering my PIN.
After the update, I was trying to demonstrate Windows Hello to someone, but the iris scanner wouldn't turn on. After some frustration thinking my new phone was already malfunctioning, I finally realized that Windows Hello is no longer triggered during the time that doesn't require signing in again. Now the only option in that 3 minute window to continue using the phone is swiping up as it would be on a phone without Windows Hello capability.