Sometimes you can crack the capsule rather than punch a neat little hole in it. The gelatin it's made from is quite brittle. That can stop it from rattling.
Someone suggested giving the device a little tap before pressing the button, so it's sits centralised and isn't jammed in, which would stop it vibrating of course.
Actually, in the instructions it says to tap the handihaler and try sucking again if it didn't rattle. If in doubt, consult your GP.
I've just taken mine, you reminded me It rattled OK.
You also need to heed the warnings about keeping the capsules in the foil and only exposing one when you need it. The gelatin will start to degrade once exposed to air and that may be another reason they don't always rattle.
I think I read somewhere that a lady couldn't cope with the blister packs the capsules came in, so her grand-daughter would helpfully strip them all out and put them in an old pill bottle for her. Before she got to the end of the month the capsules were falling to bits.
Any bits of the capsule that you breathe in will dissolve harmlessly.