Oh, I like this! Wouldn't it be annoying if Sauron chose Glorfindel, or strongly resembling him, as his 'guise' as Annatar? Celebrimbor was probably an elfling in Aman; he might have known Glorfindel casually but wouldn't really have mingled with him, I don't think. I don't know how much he or the other jewel-smiths would have seen Glorfindel later, after Glorfindel's return, if they crossed paths at all. So if he knew of Glorfindel but didn't really know him, Sauron taking the guise of the Balrog-Slayer would have been the sort of private cruel joke Sauron would have enjoyed, I think.