I personally don't like using fan brushes for blush - I feel that it just doesn't give enough control and precision for where I want my blush to go. Usually you want a very transluscent dusting of color on your cheeks.
I'd porbably use it more for hightlighting, especially with loose highlighters. Lightly dip the tips of the brush into the powder, tap off the excess, and apply in the desired area with light, feather-like sweeping strokes