Using the same patting technique, apply the bright blue shadow on the lid. It will look a little blotchy, but this is normal at this point. Resist the urge to throw your brush across the room and say, “Gah! I suck at makeup, I shall never get my eyeshadow right!” Yes, you will. I believe in you!
Once you have both shadows built up to the desired vibrancy, then you can blend. Use a clean blending brush in small, sweeping motions to soften the gray and blue.