I wouldn't go with Naked series, since they're kind of blah tones all around. Don't get me wrong, I love them, but they're really when you don't want people to actually notice you're wearing shadows. And when you have Asian eyes, it's kind of hard to make your eyes pop sometimes.
Have you tried the palette from Dior? They really do make your eyes pop, even with neutral tones. Depending on your skin tone, pick the colours that have your skin tone base in it. For example, if you have pinkish skin, then use pink-based palette. Or you can just pick the one that has variety of colours (I think there's one with blue, green, pink and yellow), and use them as single-tones.
Asian eyes need different techniques from Caucasian eyes, because of the different shapes and the eye sockets. You don't really need four colours, you just need two unless you're going all-out. I use two and a good eyeliner, but you do need eyeshadows that are very pigmented.