I honestly never have. But looking around online, some people say they clean eyeshadow residue with a makeup wipe. However, I would clean eyeshadows and palettes if you got them from a friend or if they’re dusty. All you have to do is spritz some rubbing alcohol on the shadows and let it sit if you’re sanitizing them. If you’re cleaning off dust, lightly wipe off the alcohol. I would use a tissue.