Am I unscrewing my pump incorrectly? I just bought a new mini pump (with a foot-stand and pressure gauge to get up to about 100psi), however, in order to get a good seal you have to screw the pump-head onto the valve. 

The issue is, with the presta valves I run, when unscrewing the pump there's a long distance between the pumps seal breaking and being able to come free of the valve (letting it do its job), so if the tyre is up to 100/115psi it can often go back down to around 80 or 90 in the time I've unscrewed it.

Am I doing something wrong, or is it just a slightly awkward setup on the pump?
There are a few possible issues. First of all remember to unscrew the pump head carefully, but that you are probably doing already.

Also in case you have Lezyne pump you should use the Air bleed button to release air before removing the pump head. For other models see the pump's manual.

You should also note the following:

1) The pumps pressure gauges are far from accurate. Try to check the tires pressure with your fingers (in case of road tires with your both thumbs next to each other)

2) The hissing sound you hear when releasing the pump head is not the tire deflating, but air released from the pump.

3) With presta valve (if they have replaceable core) you need to be extra careful not to unscrew the valve core when unscrewing the pump head. If that is a problem you can use glue with the valve core to prevent unscrewing it.