Individual supplies will vary based on the class, but these are things that would be useful much of the time. I'll give recommendations, but no, I don't sell any of these products...

1) Eyeshadow in as many shades as possible -- I'm currently a fan of the Exotic Flavors (https://www.amazon.com/dp/B09KGXHB4Y/ref=cm_sw_em_r_mt_dp_DCY3XR974EPH8FH3VASF?_encoding=UTF8&psc=1)  or Lisa Frank palettes for rainbow colors. (https://www.amazon.com/dp/B08QGHN25C/ref=cm_sw_em_r_mt_dp_GH8NKGEZ99PGXC8CARKN) 
2) Loose glitter in a variety of colors
3) Clear lip balm
4) Setting spray
5) Makeup wipes (I still love Aveeno's ultra-calming cleansing wipes the best - they are the softest and most gentle -https://www.amazon.com/dp/B0081E6X2Q/ref=cm_sw_em_r_mt_dp_F32187262C8G9XGARM8H?_encoding=UTF8&psc=1)
6) at least one small eyeshadow brush about the size of a paintbrush, one powder or blush brush, and at least one very small, thin eyeliner brush (This link shows the different types: https://www.purewow.com/beauty/makeup-brush-guide). You can buy a whole brush set for $10-12 or you can buy them individually. 
7) Eyeliner - I prefer eyeliner fine-tip markers or liquid rather than pencils, but sometimes a pencil is needed for sfx. Also, colored liners like Matte Liquid Eyeliner 12 Colors Waterproof High Pigmented Colorful Matte Eye Liner Pen Set Long Lasting Makeup Eyeliner for women girl (12 PCS) https://www.amazon.com/dp/B07HNZNDST/ref=cm_sw_r_cp_api_glc_fabc_rdW6FbKVVM9N8?_encoding=UTF8&psc=1
8) If possible, water-based pancake face and body paint like Mehron's in a variety of colors (I got Basic, Brilliant, and Pastel)... but they are expensive, so if you were only going to get one, I’d suggest the Basic: https://www.amazon.com/Mehron-Makeup-Paradise-Paint-Palette/dp/B00C2U6JII/ref=sr_1_3?dchild=1&keywords=mehron%2Bface%2Band%2Bbody%2Bpaint%2Bset&qid=1589456495&s=beauty&sr=1-3&th=1
Or you could get a set like this:  https://www.amazon.com/UCANBE-Face-Body-Paint-Set/dp/B00IWESI8W/ref=asc_df_B00IWESI8W/?tag=hyprod-20&linkCode=df0&hvadid=459725928622&hvpos=&hvnetw=g&hvrand=12912554920304706787&hvpone=&hvptwo=&hvqmt=&hvdev=c&hvdvcmdl=&hvlocint=&hvlocphy=9002228&hvtargid=pla-966510292446&psc=1
9) Face Primer - full face primer (like ELF spray primer - $5 at Target, or I'm currently using Nyx Marshmellow primer: (NYX PROFESSIONAL MAKEUP Marshmellow Smoothing Primer, Vegan Face Primer, 10-In-1 Skin Benefits
by Amazon
Learn more: https://www.amazon.com/dp/B08MRHLJ53/ref=cm_sw_em_r_mt_dp_8B4GJHFGPDNBDNF9J19C?_encoding=UTF8&psc=1)
10) Eye primer (Nyx has an eye primer that comes in four colors for just 3.99. I recommend that you get the white, black, and flesh color to have lots of options. - https://www.amazon.com/NYX-Professional-Makeup-Eyeshadow-Packaging/dp/B0030O5KHQ/ref=sr_1_8?crid=W96RFBYAWDQF&keywords=eye%2Bprimer&qid=1646821646&sprefix=eye%2Bprimer%2Caps%2C137&sr=8-8&th=1)
11) Foundation in a shade to match your skin tone
12)A wig cap or fishnet stocking to do scale effects (https://www.amazon.com/dp/B091GXB4V5/ref=cm_sw_em_r_mt_dp_6NTGSF9SEC4GY5DPA48C)
13) Easy-off medical tape (for sensitive skin) - like this - https://www.amazon.com/Nexcare-Sensitive-Leader-Hospital-Tapes/dp/B00B4UDXBI - or scotch tape or painter's tape
13) A makeup Mirror that can be near your computer or device 

Kids with sensitive skin should be careful about makeup content, but we aren’t putting anything on faces that isn’t supposed to be there.  I wrote the following in response to a question about brands for makeup for sensitive skin:
Some of my favorite brands claim to be good for sensitive skin in general. Urban Decay is my go to brand, and it claims to be hypoallergenic. But that doesn't mean it would work for everyone (nothing does). And different colors are more abrasive than others. The Nude pallettes are generally softer and safer, but as you said, not the bright and fun colors. Reds, purples (because they contain reds), and metallics are going to be the most abrasive. Burts Bees and MAC are also really good.  I found this article when I was looking for some more info to answer your question: http://www.besthypoallergenicmakeup.com/hypoallergenic-eye-makeup/.  For foundation and my makeup wipes, honestly,  Neutrogena actually does a really good job. It's inexpensive and drugstore brand, but it has worked better than a lot of the more expensive brands.