no, the vignetting occurs at the widest end as the actual filter holder becomes visible in the field of view at these wider settings. as you zoom to 15..17..20mm you lose some of the width to your field of view and the holder is outside that, and will no longer vignette. on FF camera bodies, 17mm is about equivelant to 13mm on a crop body and you will see vignetting again under about that 17mm point from the filter system.
one way around it, is to hand hold the filters in front of the lens rather than use the holder. i have done that a few times, but it can get annoying