Oily eyelids are a problem for many people, no matter their skin type. There are two simple steps that you might not be doing that can help, as well as a great product that will work wonders.
First, if you apply eye cream, don't apply it to your eye lids. Eye creams work to plump up fine lines and wrinkles. If you apply it to your eye lids, you can be left with puffy eyelids on top of adding to your oily lid problem. Simply apply it underneath and on the sides of your eyes. Second, cover your entire eye lid, top to bottom with your face powder. This will give you a dry base to work with, and you'll find your eye shadow blends in much easier as well.
Finally, if you've tried these steps and you're still having creasing issues, try an eye shadow primer. Eyeshadow primers work wonders when it comes to keeping your eye makeup in place for an entire day. The one that consistently gets top reviews is Urban Decay's Eyeshadow Primer Potion. (compare prices) Simply put a dab on your eyelid and blend it in gently with your finger. Wait for a few seconds for it to dry, and then you are ready for your eyeshadow. It works amazingly well, and according to over 1700 reviews on makeupalley.com, it gets a rating of 4.6 out of 5, and 90% of people would buy it again.