Use regular steel wool, not stainless, and not with soap imbedded (in the US the embedded soap version is called a Brillo Pad). Experiment with different grades. The 0000 grade is the finest (smallest strand) version and will burn the easiest. A sleeve of steel wool is not expensive and readily available in hardware stores, Amazon, and home centers, so buy a sleeve of each of the smaller sizes and experiment. The number of zeros indicates the different sizes, so 000 will be the next larger (coarser) size. I will doubt that the 0 and 00 sizes will burn well, unless you combine fine with coarse (never tried). In this case, the smaller will burn readily and be hot enough to get the larger to burn - maybe. I haven't tried this.
You will need a relatively brave person to spin this. The sparks coming off are melted steel, so they are very hot. Be Careful. For spinning around a person, attaching a spring clip (heavy duty paper clamp) on a strong cord about 8 ft long works well. Add a large knot to the loose end and smaller knots every 6" or so, for the person doing the spinning to sense how much cord has been let out during the spinning and not let go when at full length. They should wear 100% cotton, smooth surfaced, with long sleeves, cotton gloves, and a smooth cotton hat or thick cotton bandana to cover their hair. Avoid synthetic garments to prevent the burning fabric from melting to the skin. These garments will likely be trashed afterwards, or saved for the next burning if still good enough. Cotton will burn, but quite slowly, and it doesn't melt to the skin like plastics can, so it's relatively safe. If flameproof treated these cotton garments will be even safer.
It's best to do this in a wide open area and over wet bare ground, wet grass after a rain, or pavement that can't burn. Sparks go everywhere, so be prepared with a pail or two of water and a few spray bottles of water. The spray bottles are to put the spinner's clothing out if he catches fire, but you have the pails of water in case he or the ground surface should have a more serious fire. If you want to stop the burning steel wool, dipping it into the pail of water will be the quickest way.
Spinning a burning piece of steel wool at 3-8' length around rapidly and at different angles in the dark, with your camera set on an extended time exposure will be very impressive. Experiment with different settings. If they start spinning with the cord short, and then they let out to the next knot or two while spinning, the shoot can be even more spectacular. It would be best to have several assistants ready with the spray bottles and water pails for fire watch/protection just in case they are needed.
Charley