Gyrokinetic Particle-In-Cell (PIC) simulations based on conservative Lagrangian formalisms admit transport equations for conserved quantities such as gyrodensity and toroidal momentum, and these can be derived for arbitrary wavelength, even though previous applications have used the long-wavelength approximation. In control-variate PIC simulations, a consequence of the different treatment of the background (f(0)) and perturbed parts (delta f), when a splitting f = f(0) + delta f is performed, is that analytical transport relations for the relevant fluxes and moments are only reproduced in the large marker number limit. The transport equations for f can be used to write the inconsistency in the perturbed quantities explicitly in terms of the sampling of the background distribution f(0). This immediately allows estimates of the error in consistency of momentum transport in control-variate PIC simulations. This inconsistency tends to accumulate secularly and is not directly affected by the sources and noise control in the system. Although physical tokamaks often rotate quite strongly, the standard gyrokinetic formalism assumes weak perpendicular flows, comparable to the drift speed. For systems with such weak flows, maintaining acceptably small relative errors requires that a number of markers scale with the fourth power of the linear system size to consistently resolve long-wavelength evolution. To avoid this unfavourable scaling, an algorithm for exact gyrodensity transport has been developed, and this is shown to allow accurate simulations with an order of magnitude fewer markers. (C) 2014 AIP Publishing LLC.