I have found that with a magnesium block, the goal is not to get shavings, but scrapings. To shave is to attack the block with your knife at an angle to it. Rather, scrape, with the knife edge perpedicular to the block and substantial ribbon-coils of magnesium should come off. It works great for me! At least that's how I think I recall doing it. It's been awhile.
_________________________
The Bell Curve says ignorance is normal.