I'm not a makeup expert, but the general opinion is don't. Better to paint colors in light to dark, leaving space for the next color.
If we're talking about grease paint, I have some faces that have other colors on white. I never powder between layers.
For narrow lines and ornamentation, I just paint over the white with a brush. You don't lose too much color that way.
For metallics, I have to remove a section that's going to be metallic or the color changes.
For cheeks, I blend.
For large bright color blocks, I remove a section - makeup wipe and fingernail works well.
Be careful putting water based makeup or paint on top of grease; I've done it, but you need to set it firmly in between.
Standard grease paint sets nicely with ordinary baby powder. I use Ben Nye Neutral Set because I hate the smell of standard baby powder.
You'll want your setting spray for the top of the water color layer.
And test everything before the day you're relying on it, of course.
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