Bad advise above (WTF does candi sugar have to do with the OP's question), and a pretty silly judge comment as well.
The Hefe style is supposed to be cloudy, with suspended wheat protein and suspended yeast. The main flavor of the beer comes from those very factors. I don't really think you can have "too much" as long as it is all coming from the natural process. 200-300 year old German/Bavarian brewery Hefe recipes are uber cloudy coming out of the tap, with plenty of haze. In Germany, the breweries often package hefes upside down and deliver kegs of hefes upside down, so the consumer/bar is forced to turn it rightside up and suspend the yeast and wheat protein inside, improving the taste of the beer.
Anyway, don't worry too much about it. That judge gave you bad advise. He may have meant something else, or may be an inexperienced judge who just didn't know what he was talking about.
Also DON'T follow the advise above. Hefes should NOT have extended conditioning. I don't even know what the "use malt-based ingredients" suggestion means, so ignore that. DO NOT use Whirlfloc or other finings in a Hefe. DO NOT do a protein rest with a Hefe.
I think you are probably A-OK, and this judge just gave you some confusing advice. Was he an experienced BJCP judge, or maybe a newbie or even non-sanctioned judge?
What I always do is stick the auto-siphon right down into the yeast cake when I'm racking to the keg/bottling bucket. I don't make any special effort to transfer yeast cake and wheat proteins, but I don't rack above the yeast cake layer either. Sometimes I'll also just give the fermenter a nice couple swirls to suspend some of the yeast cake/wheat protein. About a good 5-10% of that yeast cake/trub layer should end up in your keg/bottling bucket.
Good luck!