Thx guys! I followed the advice of Stocos28:
"Hey Rambo,
A 5 o'clock shadow is usually best just painted on. If your painting the entire head then try mixing alittle gray with the flesh color to SLIGHTLY throw it off from the base skin color. I suggest gray but it doesn't have to be that color. The key with a good 5 o'clock shadow is to make the difference from the skin color minimal just enough to show a slight difference. I hope this helps.
---Stocos28"
I use the color of the hair instead of grey sometimes.