I've found them very finicky at times. My advice, adjust the cable tension and angle of the bracket so that it doesn't rub in your "common" gears. If, for example, it rubs in the large cog and large sprocket, what the heck are you doing in that gear?! The FD on my old bike sucks, took me an hour to adjust, but it's fine now.

You don't need to use all 9 with each ring. Probably more like 1-5 with the first, 3-7 with the second, and 5-9 with the 3rd. Try to just get those combinations to work, and don't worry about the rest. Stay out of silly gears.