Not that I have tried it myself (I have only used cornstarch to date), maybe try Skin Flow C (which is a wheat starch) or arrow root.
The emulsified butters mentioned by Becky are wonderful!! And dry skin often really needs water, not just oil.
Or try using an oil such as grapeseed (something that absorbs quickly) as part of the formula. Change up the types of butters you are using to add ones that absorb easily.
Digit