And then there's the anxiety of "Oh man, I STILL haven't done that thing, or I really don't want to bother with the other thing."
Probably like some of you, I collect fountain pens (strictly user grade low end stuff) and journals. For a time, I would unknowingly buy a duplicate Lamy Safari or a Pilot-this or Pelikan-that because I forgot that I already have those models. I resisted doing a complete inventory of my FP and journals. I did not want to see how many I've collected --- as that would make me feel guilty seeing all the waste (money as well as resources) --- and I would go on a selling frenzy. Of course, I end up buying those models I sold a couple months later but that's a different topic

I realized that I am not as resistant to the inventory if I tell myself ahead of time that I do not have to sell any of them. That I just need to inventory so I know what I do have.
Anyway, for the same reasons, I resisted brain dump. Exactly for the reason you cited --- I still have not done that yet? --- a sense of failure. So now, I tell myself, brain dump is to clear my mind and get things down on paper. It is not a time to evaluate my progress. I promise myself that I will not judge my productivity or lack thereof during brain dumps. Sort of like picking all the cherry tomatoes then later, while rinsing them, I sort out the good vs. the bad/bruised ones.
Then later, I go over the list, evaluate and process the items. The trick is to change your mindset as to the purpose or goal of brain dumps. It is to collect things, NOT judge or evaluate them.
For some reasons, separating those 2 steps help me lots. I don't avoid brain dumps anymore. I actually enjoy them now. I do the end-of-day dump also. But for the real complete brain dumps, I do those once a week the night before my weekly review.