the problem is that most, if not all, magnetic materials lose their magnetic properties when heated.
The lost magnetism will come back (more or less) when cooled, but mixing something magnetic into molten glass and then cooling it without cracking would be very difficult, as magnets do not have a similar coe as boro.
You could probably find a way to modify a glass and mix in some iron with the glass to make it have some magnetic properties, but probably not enough to really be functional as a magnet, i.e. I don't think you could make the residual iron in the glass a powerful enough magnet to support its own weight. Maybe with a strong enough magnet you could attract it...
Best bet is to use epoxy or electrforming to attach a magnet to the glass...
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