I haven't pressed any eyeshadows, but I have done many pigments, and I would think the process is the same. Put all the powder you can into a small glass bowl and add either 70% or 91% alcohol, (don't go any lower than those percentages) a few drops at a time. Mix the powder and the alcohol together until you get a consistency in where the powder stucks together.
Scoop the mixture out of the glass container with a spatula and place it back into the shadow's original pan. Let it dry overnight and then press it with a piece of denim and a quarter to get that quilted look.
If anyone has any other tips or need to correct mine, feel free!