These are what the brads looked like before. To change them you need to hold them and heat well with your heat gun. Then dip them into the embossing powder of your choice. Because the brads are hot, the powder will stick to the brad. Continuing to hold them, reheat with your gun until the powder melts. You can do this several times to get good coverage and the desired effect you want.
These are the same brads after embossing and heating. Aren't they cool!? I also tried a pearl and it worked on the pearl also. I used Wild Wasabi, Cherry Cobbler, Gold, Tangerine Tango, and Melon Mambo Embossing Powders.
I have to thank Deena Zeigler for this technique that I found on Pinterest.
This tool worked great!