I've never had a depotting casualty- I've done about 30 shadows. The closest I've had to a tragedy was taking a chunk out of Filament while placing it into the palette. Lol, but that's okay, filament is kinda crappy anyway!
I use the candle method. What makes it suuuuper easy is to get a pair of those crappy metal tongs- the ones that are basically just bend wire. The plastic pan fits perfectly and it's held stable through the entire process, meaning no dropping, cracking or denting your shadows! ^_^