One of my favourite ever palettes is Dior Tailleur Bar: a limited edition released last year as a celebration of illustrator Rene Gruau for the first Dior Couture collection in 1947. I discovered that the palette is handmade by two French ladies who use really quite basic but fiddly techniques and they are who are responsible for making all the limited edition Tailleur Bar palettes, including the hand finishing.
Take a look at this YouTube film that shows how it was done: http://www.youtube.com/watch?v=J0VdHsx5byo
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