I'm not sure I have enough information to attribute a cause of the error. I can't say it's firmware because I have questions about the workflow and potential corruption when it is being imported.
I would consider it a serious issue and try to isolate the potential issues.
When you transfer files, be sure to copy them but maintain the files on your card until you have checked everything. Immediately check the files to find out if there is one of these large JPEG files. If there is a bad file, repeat the copy routine and see if it happens to the same file a second time. If it does repeat to the same file, it is probably corrupted in the camera and would need service. Nikon will need the card to verify the problem. If the corrupt file does not repeat, it's probably your transfer workflow that is probably creating the issue. And while not likely to affect JPEGs only, you could have a bad memory card. You could always write images to both the CF card and SD card as backup to address that potential issue.
I have a feeling it occurs when I shut off the camera too quickly. Sometimes while processing the JPEG file in-camera.
I have a tendency (one which I must quit) when I see a moment to capture is to quickly pull the camera out, switch on, snap and switch off immediately.
My CF card is a 64GB Transcend rated at UDMA7 400X. It is brand new. The SD card is also Transcend brand, 16GB class 6, MicroSD which has been in many of my past gadgets (PSP, other past digital cameras, cell phones) and has proved to be extremely reliable.