I have written before that I usually put a thick layer of loose powder under the eyes when I do dark make-up, so if the eye shadow falls down while you put on make-up, it does nothing. It then disappears when you brush off all the powder.
But I've actually stopped (only when I put on make-up myself). This does not sound simpler but I actually personally find it a little less cumbersome to take a napkin and hold under!
In addition, it is cheaper with paper than powder;)
I have a napkin holder right next to the makeup mirror, then it's easy to just pull up a piece of paper!
How do you? Do you usually protect the makeup under the eyes, and in such cases how? :)