I have a few. I usually use them dry, on top of a paintpot I've just applied. I swipe either the one side I want or both if I want a mix, and just pat on top of my base. That way I get minimal fallout.
I think they can be great used wet, and even the MA at the store scraped a bit off, put it into a sample jar and then wet it with fix+ and it was awesome to apply--also it can be great to apply as a liner wet, or just as a wash of colour.
I do find they can often be lighter toned if you apply them dry, but I am fairly selective with which ones I purchase so I get versatility (I have heard some ppl use a colour as a blush. I've not yet myself)