if your lids are REALLY oily try something thicker than udpp, because that stuff really rubs in. I woudl suggest trying smashbox or Kat Von D primer as both are thicker and will create a better barrier between your skin and your makeup. Ive met quite a few people who even with using UDPP or too faced shadow insurance, have still had problems with creasing. Like i said, if your very oily, opt for a thicker formula.
Unfortunately, you cant really sample them at sephora (theyre all tubes like lipgloss, so scooping some out isnt really an option) i woudl suggest to go in without any makeup, and put some on, then with some shadow. Wear it around all day, and if it doent crease, go back for it.