Some people are actually sensitive to the mica in mineral makeup as well as bismuth oxychloride. Others are sensitive to the zinc oxide. You could be sensitive to anything in mineral makeup because of the chemical composition of MMU. If you want to try mineral makeup I suggest trying a few different samples from Everyday Minerals (does not contain bismuth), Cory Minerals (does not contain zinc oxide), and Lumiere Cosmetics (they have a formula with oat powder that is soothing to sensitive skin called Veena Velvet). They just see which you prefer and if you are sensitive to it.
If you want to try something before you buy you could probably find Bare Escentuals or Jane Iredale locally.