Hi Reynand,
The order of the FX is important because the FX at the top of the stack are applied to the solid first (it may look like the effects are being applied to each other, but this is not the case).
If you want FX to be independent, you'll have to apply them to independent layers. It might be a pain to have lots of grey solids, but that's the only way to separate out the FX.
Depending on what you want to achieve, you could have several solid layers for particle FX and then add an adjustment layer on top of the layer stack and add to this your glow effect (assuming you don't want different settings of glow for each particle layer - if you do, it's back to adding a new glow effect to each solid).
Simon Bonner
youtube.com/simonsaysFX