Cosmetic grade mica and oxide powders are the minerals you will be using. They come in a wide variety of colors. Make sure that the micas you purchase are labeled as safe for use around eyes.
Oxides, such as iron oxide, are combined with cornstarch to form a shimmer-free shadow. One teaspoon of cornstarch will need only a pinch of the oxide to color it, as the oxides are extremely concentrated. Once you get the hang of the eye shadows, you will want to start looking for ingredients such as Dry-Flo. Dry-Flo can be purchased online and is modified cornstarch. It will yield in a better shadow, but as ordering online will increase the final cost, you may want to experiment with your kitchen cornstarch first.
The ratio of cornstarch to oxide will depend on how dark or light you want the shadow to be. This is a tricky project to master, but once you do, it is well worth the effort.