Initially, if you didn't unlock psi skill, using psi-devices (storm rose, f. glove, different staves) will not increase your psi-skill.
You need to unlock psi-skill first (use X-Com psiclone or train your troops at psi-lab). After that using gloves, staves, etc. will increase PSK. But you need to do at least 5 or 6 shots from them to gain exp to PSK. The best results in PSK training give staff of heart grip and X-Com psiclone.