Don't get discouraged. They will never feel like Losi shocks and wouldn't work if they did. You actaually need an amount of air in them for them to work properly.
I always build mine this way:
- fill oil untill about halfway
- push piston up making sure it doesn't come out of the oil
- pull down slowly(!) so the air bubbles rise up from under the piston
- Fill to about 3mm from top
- push piston all the way up keeping it in the oil
- fill up with oil so that it's flush with the top of the shock
- put two drops into the cap
- assemble quickly
- see how it feels and if it's too stiff undo the cap about 1.5 turns and push the shaft in to bleed the excess oil out
Job done.
Haven't tried the bleeder caps yet but the old ones work fine too.