Very thin soft metals such as copper and brass work. Paper and other organics require a long time to burn out, and what is left is ash. Clay certainly will not work. Some metals like tin, pewter, lead, aluminium melt or change at too low a temperature, so make sure the metals you use have a higher melting temperature than that you will be using with the glass. There are a lot of fine metal wires you can use, but remember that the thicker you go and the more metal mass you put inside the glass the greater risk of breakage. It is also possible in some conditions to adhere copper sheet to the back of the glass with flux and heat.
Just some suggestions from Glasgow, Scotland