I have deeply set eyes, and the way you describe is the only way I can wear
eye shadow. It took me 20 years to figure this out with the help of Blushun
who used to post here but I have not seen for a while. Now I am having all
kinds of fun wearing shadows when I never thought I could. I usually line
first with a dark colored liner, then I add shadow the way you described.
I got a couple of gift cards for Parisian during Christmas so I took
them to the NARS counter today. I bought the "Rapture" palette and the
SA gave me a tip that completely blew my mindin a good way. I
mentioned that I usually get frustrated with eye shadow duos because I
could never get the hang of using the darker shade "in the crease". It
was usually too dark, not blended skillfully and completely mismatched
(left vs. right eye). She said that this method of "contouring" the
eye wasn't at all necessary for me (yea!) because my eyes were
prominent (perhaps bulging?). So she suggested using one color on the
entire lid and the darker one to line my lashes. Whooo Hoooproblem
solved!