It sounds like you're using the 1/4" size corn cob, instead of the 1/8". Ask your store if they will order you a 40 pound sack of the 1/8" size, since it comes from the same supplier. I currently pay $15.50 per bag.
At the risk of sounding like a heretic, I've used just about every compound known to man to polish brass, and wax isn't the best. I've tried the NuFinish, and about every other brand, but you can't beat the products that are designed for the purpose of polishing cartridge brass.
The very best is liquid Flitz, but it's expensive. It doesn't take as much as regular polish, and it works faster, but it still costs more. The second best is IOSSO. The rest pretty much fall together, with Berry's, Midway and Dillon all being about the same, which is good.
As for media, I prefer ground corn cob to all others. I've used ground walnut shell, but it doesn't leave the brass as bright as the corn cob. I've also experimented with other types of media, but none have worked as well as corn cob and walnut shells. Corn cob is porous and absorbs the impurities, while walnut shells are non-porous and clean by friction. There is a certain amount of friction involved with the corn cob, but not to the same extent as walnut.
Hope this helps.
Fred