I was starting to get really frustrated with my Sigma large powder brush because it was shedding like crazy. Any time I applied powder my face was covered with bristles it was so annoying and time consuming because I had to stop my routine to get all the bristles off my face. So I bought a MAC 150 and that was great for a few months (about 8) then that started to shed too! I turned to sephora and picked up their large power brush since the bristles are white I figured if that shed no biggie.
Normally I would clean my brushes with either the MAC cleaner and a paper towel and then once every two weeks I would deep clean then with aveeno shampoo. Well one day I accidentally grabbed the aveeno conditioner instead of the shampoo and figured Oooh well it's not that big of a deal the sigma and MAC 150 were already dead to me. After they dried the bristles were super soft so I used it once more and omg my problem was solved. No more shedding. Seriously, shedding stopped completely!!!
So if your brushes are shedding, they might need a little moisturizer so wash them with a bit of gentle conditioner and see if that helps.