Do you just mix shimmer dust with your icing? Or what?

Are you talking about cookie icing? If so, a lot of people on here use Toba Glace or if you are using royal you can add a couple of tablespoons of corn syrup. Also, keep in mind some of those cookie pictures have been taken before the icing actually dries.

No I mean in buttercream frosting.

Pearl spray. After the cake is finished and crusted back up, spray with pearl luster dust in the airbrush machine.