You can still hold it by the eye. The problem sounds like, just like NJ said, you are leaving too much paint on the head. Tap them real good (I do it back on the side fo the jar) by tapping my foreceps on the side of the paint jar and that should knock off the excess paint.
It's a process with a little technique. Once you get it down, you'll have it down forever.
And do remember to fluff your paint if you're not using a fluid bed. By tapping the exess on the side of the paint jar, you are packing the powder paint back down. Fluff and fluff often. :D