On lips is my favorite way to use it. I put on clear lip balm (I use blistex Medex...with the pigment I need something thicker, since the texture can be rough), a layer of Rose with my finger, then another layer of lipgloss.
I've also used it as a cheek highlighter OVER my blush. The pink color blends in well with my cheek color and the gold sparkles give my cheek a nice pop. I haven't tried it on my eyes, since I only got a sample of it, but when I'm out I'm going to invest in the full size.
Have you tried mixing it with other colors to help it stay on? It's pretty with Pink Opal (it helps bring out the pink). When you put it on your eyes, are you using a paint pot or a good base? For my pigments/mineral eyeshadow I HAVE to use BeneFit's Lemon Aid. UDPP, while it's my favorite, isn't tacky enough. I put on Lemon Aid with my fingers (to warm it up), put it on my lid, let it set for a minute until it's tacky, then push - not brush - the pigment onto my eye. That seems to help with fallout.