It's pretty unlikely that you will get a good solution of KCl in ethanol. KCl is an ionic salt and dissolves best in very polar solvents like water. Ethanol is polar, but probably not polar enough to dissolve great quantities of KCl. Some will dissolve, but it seems from your comment that it didn't work very well. You could try making a concentrated solution of the salt in water, then adding ethanol gradually to see if it stays in solution (probably not very well). I confess I'm not exactly sure what fire twirling is, but if it is what I think, could you soak the clubs/baton ends in a solution of the salt in water, then allow them to dry completely before lighting them in the usual way? The sulfuric acid would not be recommended (can be unsafe to mix with ethanol) and would just change the salt form of the KCl. There are potassium salts that would dissolve in ethanol, but these are less easily available and often more hazardous (I know potassium ethoxide is soluble in ethanol). I think boric acid gives a green flame colour (if that was okay) and would dissolve in ethanol.
John