I don't have quite as many different colors as Fatman, but have a bunch of craft store glitters and they do work fine with the heat.... for the most part. Have maybe 2 or 3 colors that glob up when cured and makes the head look like it is full of warts rather than glitter/color flakes. Make sure you experiment with small batches before you go and dump a pile of glitter into a full jar of powder.
I like the glitter that has a holographic effect the most, but that is just opinion of course. So far have found gold, silver, orange, & green glitters that have the holographic look to them at different craft shops. Try looking in small biz craft stores as well, a local one to me has a bunch of 'old stock' stuff that is no longer available and always fun to find odd-ball stuff. Also look for Mica powders..... they are used for adding colors and metallic look to blown glass art and even makeup. It is a different look than bits of glitter since it is a powder.
When adding it powder paint, mixing it into clear powder and then tapping it on to the jigs is how it works best for me. Trying to dip jigs into clear/glitter mixes, i have a hard time trying to get the amount of glitter i want. When tapping it on, you can how much goes on and sticks.
You can add it to colors, but if the powder color is opaque, the majority of glitter is hidden by the actual powder paint. You either have to add a whole bunch of clear to a solid powder color, then add your glitter. Or, just start out with transparent/candy colors. Either way, it usually take a fair amount of glitter added to get it to show up.
There are several pre-mixed glitter colors from Pro-Tec...... ruby slipper, sapphire blue, dragonfly, copperhead, redbug .......that have a transparent powder paint color and mixes of different colored glitter. They also have some newer colors called Disco colors which i think are simply a plain silver holographic glitter mixed into a candy color that makes the glitter appear to be a colored holographic. That can be done with any of the transparent/candy colors. For example, mix Candy Pink powder and holo silver glitter and the glitter ends up looking holo. pink. Or... Disco Pink if you rather.
The mica powder is a whole different ball game. It only takes a very small amount of it to change the look of most powder paint. Have found that Pearl Mica will change just about any color into a metallic pearl. It looks really outstanding when you mix it with candy and transparent colors. I have a few new ones that i made recently that i need to show off sometime.
Last notes........ always mix it in small batches and and write down the mix ratio. If it turns out to be what you want, you can mix a larger quantity. If not what you want, add to it and make notes. It helps to always have some extra clear powder on hand. I am merely the Padawan of Jedi Glitter Master Radtexan.