You'll find many different powder based dry shampoo products (or "sham-powders", a word that annoys me for some reason) like Lush's Candy Fluff and every single one of them contains oil absorbers like talc, corn starch, arrowroot powder, and so on. I like to make my own (wow, there's a surprise, eh?) and it doesn't take a lot of effort or ingredients!
DRY SHAMPOO POWDER WITH ARROWROOT POWDER OR STARCH
72% baking soda
25% arrowroot powder or corn starch
4% lavender flowers or other fragrant botanical you like.
Get a cute powder shaker container. Put the ingredients into it. Shake. Label. Enjoy.
You can use 3% Natrasorb with 1% fragrance or essential oil in place of the flowers. Mix these two things together in a separate container then combine in the powder shaker thingie. If you don't have Natrasorb, then put the dry shampoo powder ingredients into the powder shaker, and shake well. Rejoice!
This works nicely animals as well - a little shake on my Blondie dog and a brush and she looks like she just came home from the spa. Just don't use a ton of fragrance or essential oils on animals - they will lick themselves and sometimes the fragrance can be too intense. Cats especially hate most essential oils - use the flowers with them.
If you've used a product like this before, you know it can make dark hair look whitish and powdered. Add a little brown iron oxide (I use brown-umber, but you can use any variety to get close to your hair colour) to the mix and it'll look better. I can't make a suggestion for how much to use - try using a small scoop (0.15 cc) and adding scoop by scoop until you're happy with it.
You can use baby powder as an oil absorber - talc is a fantastic oil absorber! Again, adding a titch of iron oxide in your hair colour will make any white spots disappear!
DRY SHAMPOO POWDER WITH TALC - you can go as high as 100% to 50% talc with corn starch or arrowroot powder thrown in.
You can add some extracts to this - rosemary or grapeseed extract are great for oily hair, chamomile or comfrey for an inflamed scalp - or add some essential oils you like. Peppermint is a nice fragrance, and tea tree oil might act as an anti-bacterial.
And finally, you can use clay to remove oils from your hair (as evidenced by Terrestrials' clay based shampoo), but I'm still not sure how to get the clay out without washing, which kinda defeats the purpose of this kind of product.
Have fun with dry shampoo!