Yes, you can apply a thick layer of a greasy emollient, such as petroleum jelly, or natural oils like coconut oil or olive oil, to your skin before playing Holi. This helps prevent the colour from sticking and makes it easier to wash off later. After playing, gently wash the colours off with lukewarm water and a mild soap or cleanser, and moisturise your skin afterwards to prevent dryness and irritation. Avoid harsh chemical-based creams or exfoliants, as they may increase skin sensitivity.