By combining transparent sprites with mirrors, you can simulate reflective sprites. The first map I ever saw this trick used in was Alejandro Glavic's "Military Madness".
This is really just an expansion of the mirror effect. First create a mirror, then place a transparent sprite in front of the mirror. The result is a sprite which is seemingly reflective. You can use any type of sprite you want, although some will look better than others. The mirror can still be smashed with explosives, which sort of ruins the effect.
Note: In EDuke32, assigning a mirror a palette value of 4 will make it indestructible.