I think most people use glass orbs like these and then seal them with UV resin. However I recently saw these molds (note these can also be found elsewhere, possibly for a better price) and want to try them out to see how they work. The big difficulty is making sure to get the globes that will fit inside your dice molds.

Glycerin can often be purchased at most stores that sell more advanced cake decorating supplies (usually near the crafting supplies not the food section) and at some pharmacies. So places like Walmart, CVS, Walgreens, Michael's, Joann, etc.