I have the really simple bejeweler style and I've been using the 3mm tip with 3 mm crystals. I've had some trouble picking them up too, and I'm not sure I should say what I've done to make it easier on me. I know it's not ideal, lol.
Sometimes to 'get it going' I barely touch it to a bit of hot glue (you know, the globs that dribble out of the gun...) really quickly which gets just the barest amount on the tip to start picking up the crystals. Usually after that it works for me until it cools down again.
I know that's probably not the right thing to do, but when I got mine home it had no instructions inside so I've been going with trial and error.
Hopefully someone can shed some light on the situation.