I have had one of these for approx 2 months now. I have been using shredded paper that I have acquired from my work place. I fill 4 buckets and compress it down, fill with water (recycling washing up water is handy) and leave to soak for up to 3 days. I have been experimenting and discovered if you leave it soaking for longer than this there is no real benefit and after a while there is a bacterial problem and they start to smell a bit eggy. They actually smell of cheese when drying... not too pleasant.
I manage to get approx 3-4 blocks per bucket and have constructed a drying rack in my loft. My loft is ventilated and a large brick will dry out fully in about 2 months depending on drying environment. I burnt one on my newly installed multi fuel stove the other night and it does burn well, as with coal, it just smoulders, but burns nonetheless.
I have found that after a few uses the arms on the brick maker start to bend, so I have used a wooden block and applied pressure/body weight to the top of the sieve part and this is just as affective. The secret is to fill it right to the brim before compacting them. Getting the bricks out can be a little tricky, but I just place a small block of wood underneath the sieve and push down, this lifts the inner part giving you space to get your fingers in to pull the inner cradle/sieve out.
I find that as shredded documents are a little coarser that shredded news paper they may need a little more soaking, generally an overnight soak should suffice. Try adding a little washing up liquid, it helps break it down. I even added coal dust and saw dust from cutting up wood for the stove, just a handful on top of the shredding before filling with water, it should help it burn. I try not to waste anything.
once burned there is quite a bit of ash generated, but they do burn for some time once the stove has heated up, am going to try burning overnight with coal next. I have them drying out in my garage and am in the process of building a wood shed so will add some slatted racks to air dry them.
Looking forward to next spring/summer as should be able to make quite a few as they can dry in the sun a lot quicker. One the whole this is a handy gadget but may need some slight tweaking and experimenting to use it to its full potential.