There is no such thing as a firework/pyrotechnic licence here in the UK, that is a big myth. The BPA have done an excellent job of putting themselves in a place where people think you need to be a card holder to fire pyro professionally. But, there is no requirement for a certificate/licence at the moment. I don't carry a card, and I can buy upto 2 tonnes of 1.3G if I want
In order to own/fire 1.3G Category 4 pyrotecnics you have to be a "professional" (wording of current regs) and as of next year "a personal with specialist knowledge) (when 2010 regs come into force), you have to hold insurance and have a legal store for the articles you hold. There are strict rules on transportation which fall under ADR, but this doesn't apply for small quantities. We have decided to pay a consultancy group run by industry leaders to tick the boxes for us and avoid the BPA altogether.
Stage pyro is a whole different thing, the insurance of the venues may require accredited training, which is where the cert/licence myth comes from, it's not a legal requirement but mainly for insurance. We don't do stage pyro at the moment, our supplier does carry the stock but we have never played with it.
I can see what you are trying to do, but throwing sparks from a handheld moving object with other band members and a crowd is always going to be a problem. Whatever you use has to be for indoor use due to the smoke created, but it looks like you already know this to me.
How much bigger do you want to go ???
Cheers
Cris