You can buy an Eye bag, I got one as my glands block up all the time and it's so much easier than faffing with a warm wet flannel as it stays warm for much longer, is dry and the extra weight holds it over your eyes while you lie back and relax. It was recommended to me by one of the doctors at the eye hospital.
I got mine off Ebay or Amazon pretty cheap.
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I try to massage them while in the shower too with the warm water running on my face, using the tips of my fingers. I've sometimes used cotton buds which have a big tip (no really fluffy bits on them that could get in your eye) to gently massage them on my closed eyelid to.