According to Leah Day, the proper way to use the pounce pad is to "charge" it by slamming it hard onto a flat surface to force the chalk through the pad before wiping onto the stencil. You don't actually pat it onto the stencil, as that just makes clouds of chalk and a big mess. The first time you use it, you do have to charge it a ton to get the chalk flowing, but afterwards, store it pad side up so the chalk doesn't continue to sift down.
Hancy stencils: because they are thin nylon and the cut out part is a mesh, you have to make sure you've anchored it really well so that when you swipe, the motion doesn't move the stencil. Make sure you're doing it on a hard surface. Either tape the stencil down, or get extra hands to help hold it down. Or put pattern weights/books/something to hold the edges down so you can hold the portion you're swiping without the whole thing shifting.
The hair spray tip that other people have mentioned works really well.