Since we can't really find a dupe... I do have a suggestion. I have MW in the Ammo palette and I usually will do my face makeup after my eyes when I know I want to use this color, and just use a bit of scotch tape to pick up the glitter fallout. If you gently pat the shadow on, it doesn't fall out as badly.
Also, one other thing I do... it takes a bit of practice, but I will hold a finger underneath my eye while I press the shadow on and it will catch the glitter that falls down, then I just keep a makeup wipe nearby and wipe my finger in between swipes. It seems to work for me... maybe that helps?