AM radios are more prone to interference because they resolve anything as a valid signal, and pass the information to the servos, which then do as they are told. The interfering signal does not even need to be in band, it just needs to be strong enough to kick its way through the filters in the receiver.
An interfering signal on FM will have the effect of damping the proper signal out, so the effect is less noticeable.
The best way is to read the instructions and follow them, even if only as a last resort.