The only real trick is to make sure you have the right size disconnect for the wire you are using. Using a blue disconnect on 22ga wire wire make for a sloppy connection that won't hold well.
I've used 22G wire with the blue ended connectors, and have had no problems whatsoever. I've even given them the 'tug' test.
Previously, I had tried doing this with just a pair of pliers, with less than great results. Ever since I started using a 'real' crimper (which came with a box of connectors I bought years ago) I've never had a problem. I actually only started using the crimper just a little while ago, due to being really stiff. A little WD-40 fixed that.