I've tried a lot of mineral makeup brands and my favorite for concealer, foundation and powder is Everyday Minerals.
While I was testing other brands, I got some eye shadow samples from Aubrey Nicole (their samples were so inexpensive, I kinda went crazy).
I fell in love with Twilight, described on the AN site as a "matte powder... our most popular and versatile color. You can use this soft brown shade as eye shadow or eye liner (wet or dry)."
They sell a sample kit of 6 eye shadows for $7.50 (a single 5g jar is $4).
I blend the eye shadow onto my lids like you do with other minerals, and wear it over the concealer, foundation and powder I prep my lids with first. It's the first eye shadow I've used that doesn't crease and lasts all day (yea!).