I came up with an idea that I hope will work. (I don't have the proof as of writing whether it does, but I'm hopeful.) I remember from my Walgreens days a syringe designed for oral and topical use. I couldn't find any for sale where I went tonight, but they had them behind the pharmacy counter for free, oddly enough. If this catches on, good luck finding them for free. I bet they'll always be on their website at the very least.
It's a simple enough idea, really. Dip the syringe into the spackle and suck it up. With the high viscosity of the spackle, you'll find that you have to continually move the syringe around because the surrounding spackle doesn't flow into the hole as quickly as you can suck it out. If you get air into the syringe, tap the handle to move the bubble to the tip, and squeeze slowly until a little spackle comes out.
Another little trick is how you actually apply the spackle. You need to be sure to wet the outside of the hole you're trying to plug. If you don't get a large wet edge, the spackle will probably fall out when it sets. (It would suck if that happened with a fresh coat of paint on it.)
Disclaimer: We hate our old wall colors. ;-)
Sanding with this method will be a little more time-consuming, but if you have an orbital sander, it's probably worth the trouble to avoid re-texturing and matching. I cheated and touched up with a finger a little bit to knock out some of that time. Even if I finish with a putty knife, I know that by starting with the syringe, the hole has spackle inside of it and not just near the surface. I hope this would add a bit more strength to it when it sets (assuming it's not too thick to completely set). I'm not looking to anchor shelving from it, but I do enjoy the comfort of overkill in household repairs.
Cleanup is a cinch if you don't wait too long.