Most of the time "you get what you pay for" rings true.
I've had trouble with the Osborne awls, as well. First off, they do not come sharp from the box. You need to tune them up, and keep them stropped. Also, a quick jab into a cake of beeswax before a stitch helps. If all else fails, get yourself an awl from Robert Douglas tools. They are quite pricey, but they are very good tools. If you break a blade, you can just get a new blade, in stead of the whole awl. You can also use others' blades in the Douglas haft. They are super nice people, and easy to work with. Here's their phone number, as they don't have a website:
Douglas tools
(307) 737-2222