In a double boiler over low heat (I use a saucepan of water and set a glass bowl on top of the pan, not touching the water though or it might break) melt the beeswax, olive oil and coconut oil together until all melted and liquid.
Do not boil, use low heat
Add in the eye shadow and stir until melted
Remove from heat and stir in the vanilla extract
Use a large medicine dropper to fill your small containers of choice
Place containers in the fridge to set for 20 minutes, the gloss will get solid as it cools