Is this a new problem or did this issue start happening right after a system capacitor change? Sometimes if the ground connection is bad for some of the caps, it can cause issues for the brightness wheel.
Gamegear Brightness dials work as a replacement but then you have to slightly file out the casing on the express so it will fit. As long as it's filed down cleanly, it looks pretty good.
I think I heard that a gameboy brightness dial works but I've never tried one. Someone else would need to chime in and say if that works or not.