Mounting heavy shelves to brick wall
Drilling smaller holes will not work, you won't be able to get the plugs in. And if you can, then your wall must be light weight blockwork and you'll need a plug suitable for lightweight blocks (or a resin type fastener). 

Did you tap the plug a little ways into the wall (15mm or so)? If not, then it's likely that the hold point wasn't deep enough into the actual masonry blocks of the wall but rather holding in the weak plasterwork.

These fasteners are absolutely top notch and should hold up huge loads. If not, then the substrate must be too soft or the plasterwork too thick (dot and dab drywall maybe).