I was starting to get this too, particularly with the more glittery MES. My two best guesses are that applying a wet brush directly to the pan is a BAD idea (which I've stopped doing all together) and also that getting them too close to the lash line and especially the tear ducts is a BAD idea - those glitter particles feel very sharp edged.
Now I just make sure to apply them with a very small brush in any area where i could get them too close to moist areas or near the moist edges - about 2-3 millimeters away from waterlines and ducts. Then, my eyes do waaaaaay better with them. Also had to do this with the Mega Metal shadows. If I'm going to wear them, I also make sure my eye cream and primer have completely dried and sunk into my skin before applying them, just to be sure they won't budge. On hot days, I'm being extra careful and just don't use them in the ducts at all, because even fine sweat makes those particles migrate bit by bit into my tender eye bits. Finally, if I'm wearing MES, I make doubly sure to remember not to rub my eyes or face (I'm normally a serious face toucher) - like mantra-level mental reminders. I definitely don't have this issue with the non-glittery, non-shimmery, satin-finish MES, such as from In The Groove. In fact, I wish they'd bring some more of that kind of MES back, since some of those trios were majorly beautiful and subtle (like Soften the Mood).
