If I recall correctly from the last time this came up, a lot of the problem is how the brush is made. Cheap brushes cut a length of brass wire, say 1/2 inch, and wedge the 1/2 inch group of wire into a hole and repeat. Easy for the wires to fall out, especially when the plastic base is heated. Quality brushes cut a length of wire 1" long, and push down in the middle of the wires and secure them in the base of the brush so they are held in place. That's why I like using Weber's y shaped brush, the bristles are held in the middle of two strands of twisted metal, very difficult to come loose.