If your not using the right tool to apply your mineral eye shadows, it maybe the reason your not getting the desired effect.
Mineral eye shadows are totally different from regular pressed eye shadows, first for the obvious reason, that it's natural but their also in a loose powder form.
Since these are all loose pigments, you need a brush other than the fluffy one you may use for your pressed eye shadow. Mineral eye shadows require more of a stiff brush made of either natural or synthetic bristles. The main thing is that it has stiff bristles, so you can "pack" the loose powder on your eye lids. Like this chisel fluff eye shadow brush:




Since this brush is firm and made of natural bristles it's really able to pack those loose pigments onto your eye lid; as opposed to dusting your lid with a sheer wash of color, as a fluffy brush would.
Give it a try and see what a big difference the right tools can make for applying mineral makeup.