Crimping Connector Issues
I've gotten professional results with similar crimpers and connectors.  Let me describe the process.  These photos were scoured from the web, so they don't match each other :)

First, notice two things about the crimpers.


There are two different elevations in the crimp die, for any given wire size.  The tighter one is intended for the actual wires, while the larger one is meant for the insulation.





The crimp features aren't symmetric.  One side has a single curve, and the other side has a double curve (making a ridge in the middle).  The flat side of the connector should be against the single curve, and the open ends should be toward the double curve:




Simalarly, the connectors themselves have two crimp areas, one for the wire and one for the insulation. Since your crimpers have two levels, the wire and insulation get crimped in a single step.

Strip just enough insulation off of the wire so that you can position both the insulation and the bare conductor in the appropriate places in the connector:



Finally, place the connector and wire into the crimper, making sure that the bigger aperture is over the insulation and the smaller one is over the wire.  Crimp it!

Here's what it should look like:



Hopefully this helps.

However, it may be that the Pololu connectors aren't perfectly compatible with the DuPont housings.  It seems that some people are getting it to work, and others are having trouble.  If there's still a problem, I would try getting matched-brand pairs and see if it works better.

Oh, and the Pololu parts are spec'd to work with #22-#28AWG wire, so you should be fine there.

Good luck!