Some of the inset mesh brushes seem to actually be a collection of brushes. In my particular case, I am trying to work with IMM Ind. Parts, which appears to have 12 meshes within it, but I can only get the first one (a solid hexagonal nut) to work. How can I select one of the other meshes?
Press m
Yes indeed! Easy, but not altogether intuitive.
It helps when you read the info included in your ZBrush installation’s Documentation folder. 
I know, I know. I’ve read a lot of docs, and watched a lot of tutorials. I hope you appreciate that it is easy to miss little stuff like this. And, some of the easiest stuff to miss is the easy stuff. Go easy this time, okay?