Does your Gillette Gel contain a topical anaesthetic? I've heard that some do...

Also, you may be using too much pressure and the gel was thick enough to save your skin. You can lather the williams pretty thick as well, though it has a tendency to dry out like that - this just means you'll have to refresh your lather a little more often.

Try another soap (the surrey is a good one to try), and try the williams and surrey without the brush as well to see if that is a factor.

Tradition aside you can use a straight with a gel, just make sure to prep your beard well beforehand.