Here's what works for me:

Don't bother trying to make a pile of magnesium shavings. Even if you do manage to keep it together, it burns so fast that by the time you drop the scraper and pick up your first piece of tinder, its too late.

Instead, use a bundle of finely shredded tinder material such as cedar bark. Make a small hole in it with your thumb and scrape some magnesium into this spot. You don't need too much.

Now rest the end of the firestarter near the hole and strike a spark. The spark lights the magnesium which lights the tinder. A few puffs and off you go.

I dunno what the fuss is with magnesium firestarter vs. firesteel - the magnesium is just extra tinder. If you don't like it, use it as a handle as Unimobert says.