That's pretty common. Try moving the cleats back farther towards the arch. A good rule is to try to have the cleats such that the ball of your foot (measured at your first metatarsal joint) is around 5-8mm (or more if you have large feet) behind the pedal axle. This may vary from bike to bike so you may want to try to use the same bike each time.
If that doesn't help, then it could just be a symptom from the small surface area of the cleats on spin bikes. You can try using some different insoles, thinner socks, loosening the straps at the mid and forefoot, and paying attention that you don't curl or otherwise clench your toes when you pedal to try to minimize discomfort.