With SINGIN IN THE RAIN the only actor on stage is Don Lockwood and a few chorus people run by. Then it is intermission and those few actors simply don't wear those costumes again, besides the chorus people making crosses are using umbrellas and are protected from a lot of glitter. Also, there doesn't need to be a ton of glitter, just a light sprinkle to make the lighting effect have some sparkle. If you are doing a show where the rain hits in the middle of an act, then maybe you just have to drop the glitter idea and the lighting effect is enough. This is the case in WICKED where they use a projected rain effect at one point.