Seemed to be working for me without removing the glow filter. However, then I tried it with "my" selection colors. Turns out that yellow is the glow color, so didn't notice it with your colors at first.
However, if I remove the glow filter (make sure to add the new function AND update the other one to call the removeGlow) then whatever color I select gets applied.
I did notice that if you set an alpha="0.0", it will override with the defaults, so, in order to "turn off" the polygon fill color, I had to change the mxml to default to 0.0.
Also, it does not appear as if the datagrid colors are being applied at all, I just keep that section commented out.
R_