It's not normal for the coating to rub off so quickly either. I just bought a new one and used it at "3" without a sock - no problem. Brand is "Hangar 9" for only $15. The quality is quite good.

You don't need to apply much heat to the opens spaces. Start by sealing the edges and thenvery lightly shrinking the open spaces. If they don't tighten right away, you had too much slack when sealing the edges and might need to start over with a new piece.At some point more heat won't shrink the material - just burns it.

The sock will definitely help, though. Also minimizes scratches.