This may be OT, I'm not sure. But I was thinking about Gigi's post yesterday and how many said they couldn't wear eyeshadow because they are allergic or get irritated, and I've heard this come up from time to time. I didn't think to answer at the time but might be able to help because I had this problem for a long time until a really knowledgeable MA helped.
I thought it was a blanket assumption, that I just couldn't wear it, but she told me a lot of people are sensitive to red pigments and if you avoid those you can be okay. It's tricky because the red is not always obvious. Pink and purple, sure, but a whole lot of browns also have red in them, as do some blues that lean purple. And I was thinking that a person not used to wearing eyeshadow would lean towards warm browns and shell colors as being natural and subtle, but those are the very ones that would have some red pigment, and bingo, rash, I just can't wear eyeshadow.
If you think you want to try, look for cool toned browns, cool taupe, champagne, cool greys. I have not had a problem with Laura Mercier Stellar (a pale champagne), Bamboo (cool taupe) Coffee Grounds (Deep cool brown).
Also get a super soft brush (I love Hakuhodo) because any scratchy brush can irritate sensitive skin and then it is the brush, not the eyeshadow at all.
I hope that helps! If anyone else has info on this, please share!