I recommend a blending eyebrow brush.

My eyelids and the skin around my eyes are delicate and sensitive, so if the brush bristles are too stiff, it stings, and if they are too loose, it is difficult to apply eyeshadow. That is why I am using Picasso eye brushes, which are famous for their quality. I am currently using the Picasso Collezione 502; I felt that the bristles were neither too small nor too large, providing a good surface area for applying eyeshadow. It is also relatively gentle on the skin, so I find it very useful and recommend it.