I think you are doing it fine, the powder that is left is the insoluble binders/fillers. This is a good thing, if you shoot an entire pill and nothing is left after you just injected a whole bunch of bad shit along with the oxy.
Micron Filter when shooting pills to be safest, but using your method with cotton you should never need more than 50 units per pill. I can easily load 4 pills per 100 units, sometimes 5 but I would feel like i lost some with that many.
With roxies, break them up into a fine powder, put the powder in a sterile cup/spoon, add sterile water (with a 1cc I wouldnt try more than 2 until you get the hang of it), mix it all in with the plunger. Now there will still be a small amount of powder in the bottom of the water- **This is the stuff you don't want to shoot**, draw up the solution through your filter until you have removed all the liquid from the powdery reside and filter.
The left over damp powder is junk, I usually eat it tho since it doesnt hurt you orally, and there might be a tiny bit of something in there lol. Now the solution in your syringe is ready to shoot, be sure to stay sterile and use an alcohol pad, and make sure you hit the vein and your good to go.