The NED coordinate system was the key to my problem. In current version of demo Arduino project, magnetometer axes were adjusted to accel coordinate system, not the other way round as it should be.
This change is adjusting all sensors axes, which allowed me to successfully use the MPU-9250 software with minimal inaccuracy.
I was having problems with correct operation of MPU-9250, which I explained here: https://github.com/kriswiner/MPU9250/issues/99
The NED coordinate system was the key to my problem. In current version of demo Arduino project, magnetometer axes were adjusted to accel coordinate system, not the other way round as it should be.
This change is adjusting all sensors axes, which allowed me to successfully use the MPU-9250 software with minimal inaccuracy.