It also helps if your brooder has good ventilation. Ammonia from droppings and the aroma of pine or cedar oils can all be problems in a closed-in space. Sometimes folks are entirely too concerned with heat and not concerned enough with fresh air.
Hard glass bulbs aren't coated. Like these:
http://www.farmtek.com/farm/supplies/ProductDisplay?catalogId=15052&storeId=10001&langId=-1&division=FarmTek&productId=99792
They are more durable, too. Not sure why they are so hard to find. I have red hard glass bulbs but I couldn't give you a...
How awful! I remember from years past that there had been issues with bulbs purchased from hardware stores (labeled for use in bathrooms, I believe). But to sell those as brooder bulbs seems irresponsible. I'm sorry for your loss and hope that your post saves others the same heartache.