We have a few tricks to fix this problem: first, make sure you've removed the plastic pin in the center of the brush. If you have and it isn't dispensing powder, try detaching the brush head, taking out the powder buildup, washing/drying the brush head and then putting it back into the applicator. Be sure to dispense the powder at a slight angle when you use it. There are videos on our YouTube channel if you'd like to watch someone use it.
To avoid wasting powder, you can use your index finder to block the hole from where the powder comes out as you tilt it and shake it to remove the powder that's stuck at the bottom.
The Setting Powder brushes are also 100% synthetic and has an anti-microbial treatment.