HAHA I just posted a similar question in the MAC Chat forum. Check it out for more ideas...there's some really great tips in there!
I have two Lustre's...Mythology and Honey Lust. With Mythology, I find it the easiest to apply out of the two. I first use a paint as a base since my eye lids are oily, then I apply ccb on top but just on my eye lids. Then I pack on the color using a patting technique. Yesterday I tired this with Mythology and it worked very well. If your going to buy any more Lustre's, I would suggest this one if any. Mythology is such a beautiful color!!
Now with the Honey Lust...this one is definitly harder to apply. Like you said...no color payoff and glitter all over UGH! Some people suggested slightly wetting the brush and then packing on the color using the "patting" technique. I'm going to try this tomorrow and see how it works cause I hate to give up on Honey Lust just yet. Also, to avoid getting the glitter all under my eyes when applying, (even though it eventually will) I use excess loose powder under my eyes to catch all the glitter that falls off and then brush it off using a flicking motion. I find this a very handy tip.
Hope this helps...