All pigments (as opposed to dyes) become more intense as their apparent particle size decreases. Most, if not all, pigments agglomerate/re-agglomerate, though, so taking a shortcut by buying finely milled dry pigment is usually not cost effective. Increasing the strength and/or length of time for your milling process will yield more intense color. There are dispersing aids that will reduce the amount of time/effort this takes.
Once you have milled your pigments to the point that additional milling does not intensify color, though, your only choice to increase intensity on skin is to increase the amount of your pigment that’s applied to the skin.
You can do this in one of two ways:
1) Increase the amount of pigment in the formula
2) Change the payoff, i.e. the amount of product that is applied to the skin during a typical application.
How to change the payoff of a stick formula is something that you’re going to need to learn either through trial and error formulating work, or through consulting with suppliers and/or consulting cosmetic chemists. This is not information that will come for free - you’ll either need to put in the lab time to figure out your formula’s performance, or pay someone who’s already taken that time to figure it out for you.
I’d be happy to recommend a couple of consultants if you want to go that route.