I typically don't "cut" photo etched brass pieces for the very reason you state. What I do is take the sheet of brass, use thin double sided tape and adhere the photo etched brass sheet to a hard, but giving surface, wood, Formica, or even the green hobby cutting pads everyone uses. Once the sheet is firmly stuck to the base surface, I simply put on my magnifying glasses and use any thin edged razor with a fine point. The key is, not to try and "cut" the little attached legs. I just place the point of the razor on the leg I want to remove and press slowly and firmly. Finish with a file. The key is the hardness of the base substrate you use. Too soft and the brass sheet will bend when you apply pressure. Too hard and you will be using more blades than you need to.
Good luck!