Using the right tool and the proper technique are crucial. I find them very easy to apply with a synthetic paddle brush, especially as the crushed metals are slightly tacky (= less fall-out than a piggie that has a dry texture). Use a flat paddle brush to pad on a thin layer which can then be spread out will give you a very even result. Using this technique also allows the blend the different colors together and create a rainbow or ombre effect. It is important to remember that a little product goes a long way with the crushed metals.
It definitely takes experimentation with the brushes in your collection to find the best application technique for these.
Can't stress it enough to USE THE RIGHT BASE underneath. This makes a huge difference in the staying power and the creasing prevention. I find those dastardly Big Bounce shadows to be the best base by a long shot for 2 main reasons:
1) They form a dry, almost rubbery skin on top of your own, without any oily or emollient quality (unlike paint pots). This is perfect for accentuating the smooth, glass-like surface you can get with the crushed metals and greatly enhances staying power and crease prevention. Also the very fine mica sparkles in it create a subtle gritty surface that gives great gripping power for the glitter chunks as well as the smoother pigment particles so it cuts down on fall out.
2) They're sheer, so it enhances the full effect of CMP - which is that beautiful water ripple quality that looks translucent from one angle and then completely opaque with dense metallic color from another. I find paint pots and greasepaint sticks compete too much and ruin this effect pretty drastically - you just get a scaly look, unless you're using one of the very sheer p/ps. If you want an opaque color, you get a much better result using opaque eye shadow underneath and putting CMP on top. You can get some really cool duochrome effects this way.
Also, don't use Fix+ or just mist it on really lightly afterwards - it's exactly like mixing oil and water and causes creasing, fading, patchiness and/or scaly flakes that fall right off.
Short Version: Find a base or primer that makes a smooth, rubbery second skin - perhaps something with silicon, but not something too greasy or wet. Extra points for something with a bit of grit, sparkle or sheen to provide extra gripping power!