Milia are caused when the follicular ostia ( pore) is irritated or immature. Babies get them due to immature pores ( milk bumps). They can result due to injury. Makeup can cause them if the pore is irritated. If you notice that you are getting more than 1-2 milia, I would switch makeup. If the makeup is non-comedogenic it is less likely to cause this problem. However, most makeup has become non-comedogenic so that is not a terribly reliable standard.