Hello jpws6,
I would recommend cutting the bar up in half so just in case you drop one, you will still have another one. Once you drop a claybar, you should thow it away because it could have picked up some little pebbles. As you are claying you should knead the clay inwards to keep possible contaminants away from coming in contact with your paint. What are you using with your clay? Mixture of water and Z-7 or some other kind of liquid sprayer. You want to make sure that your solution is well lubricated and that your spraying enough off it on the paint. In this case more is good. By not having enough lubricant, you could be causing friction between the clay and the surface of your paint. It can also be normal for it too look dull or marred because the clay will remove any wax you have on the paint. Try and apply a polish to see if the "dull or marring" look goes away. If that does not help, try to use a paint cleaner like Pinnacle Paintwork Cleansing Lotion, Meguiar's Premium Paint Cleaner, P21S Paint Cleaner. If that does not improve matters, you might have to use something like 3M SMR to remove the dull or marring left from claying. Do you have a PC?
I hope that helps.
With Aloha,
Ranney