Here's some things I would try. First, run some factory ammo through the gun to isolate the problem to the gun or ammo. You could have a weak hammer spring or maybe the action isn't going to full battery. BLR's have a geared lever, idler gear, and bolt. One tooth off makes the difference of reliably going to full battery (fully closed action).
If you confirm the gun is OK, then I'd look real close to make sure the primers are seated all the way in. Put a loaded cartridge, base down, on a smooth surface such as a piece of glass. The case should be rock solid. If it wobbles, you have high primers. If primers aren't seated properly, they won't go bang.
Another potential issue (and likely the problem) comes from sizing the brass. If you don't set the shoulder back, the case will cusion the firing pin blow, again, no bang. With the shoulder too long, the action may not be locking properly. The fix for this is to lower your sizer die until it almost touches the shell holder. Very common problem when "neck sizer" dies are used.
Last, the primer itself may be the problem. If you are using CCI primers, they are very hard and require a healthy smack to detonate. You can try Winchester or Federal primers. They will detonate with a much lighter hit.