There are "gouged out eye" prosthetic type deals you can get for Halloween costumes. I'm thinking that I could make one that uses a similar principle, but looks convincing instead of hokey.
If one did a plaster cast of their own face, edited that into a mold that would suit the prosthetic, and then cast in latex or silicone, you could make a "mask" of sorts which would then be applied over the eyes and blended in using makeup to appear seamless.
This is getting into like, film production special effects levels of going far with a cosplay, but my personal goal on any cosplay is to look as professional as possible. I wouldn't be happy with myself if my costume was anything short of perfect.
I'm not made of time and money, though so that idea will be put off for a long, long time. But I'd like to do it someday.