I haven't tried TF Glitter Glue but I definitely will. Thanks for the advice :)
You could still give PE a shot though. It seems to have worked for a lot of people - chances are I simply haven't figured out how to make it work for me. The blending issue aside, it felt a bit heavy - as in, I felt that there was an extra layer of something on my eyelid. That's not something I feel comfortable with, which is why I never wear false eyelashes either. So it's probably as much of a personal preference issue too. As someone already mentioned upthread, they have (at least they used to) a mini size too. You are meant to use a very small amount of product anyway, so even the mini should last you a loooooong time.
On a brighter note, many of Fyrinnae's more recent shadows don't need PE to look good. I had very good results with shades like Cuddlefish, Bloggers Beauty, Picture it: Sicily and Ptrenadon with just UDPP as a base.