The instructions say to get contact with the shell holder, then screw in a half turn, then try a sample crimp, and adjust (in, no doubt) from there. My hunch is you didn't go the extra half turn before trying to crimp...? As long as you have threading left on the die to screw it down more, you should have no problems.
The instructions also say that variations in brass length, so long as within trim-to specs, is not critical. Too short, Lee says, cartridges will not crimp. Too long, look out.
I have lee fcd for 4 pistol cartridges (9mm, .357 sig, .40, .45), and also for the .223, although I haven't used it for the .223 yet. I have used the others. At least as far as the pistol cartidges go, I am not convinced they offer a serious advantage over the taper crimp you get with a standard seater die, but they do give a bit more control over the seating and crimp stages, and they're cheap. I got the .223 fcd because I am going to reload semi auto cannelured rounds. I don't see any point to it for a bolt action.