Here are a few things you can do to clean up/prevent eyeshadow fallout on your face.

Option 1:

Do your eye makeup first, then apply foundation and concealer. That way you can wipe away the fallout without wiping off the rest of your makeup.

Option 2:

Use Shadow Shields. This way you just gently peel away the fallout. (Shadow Shields are also great to use when you need help to achieve your winged liner.) 

Option 3:

Hold a folded kleenex under your eye when applying your eyeshadow, this way the eyeshadow will fall on the kleenex and not your face. (Folded – because its easier to hold and control)

Option 4:

Apply a thick layer of loose translucent powder under your eye (DO NOT BLEND IN – Let it sit on your face) So when the shadow falls you can brush it off with the powder.