Ok, well the thing about PGM salts it that you only want to calcine them if and only if they are free of other metal salts (spectroscopically pure). Ammonium is the ONLY cation that should be present and there's no reason to heat beyond a dull red heat.This is also true of the actual metal sponges (i.e. platinum sponge should never be heated if you suspect it has salt in it). The obvious reason is that there will losses due to volatilization. Many people forget that platinum and a chloride, bromide, or iodide salt will react forming a platinum compound which might just get up and go out of your calcination dish.
Another suggestion I might give is that you acquire a Pyrex crystallization dish. This is what I use when heating precipitates--it allows you to spread an even amount of material over a large surface area. The best way to burn filters *is in a heated quartz tube with oxygen then go after it with an aqueous or gas phase method.
The only ways to remove alumina from a mixture of platinum and other PGMs are a.) thermal cycling to change crystalline structure, then dissolution into HF (something you are quite familiar with), b.) heating with concentrated bases in a silver dish, c.) high temperature chlorination in a tube furnace. That's really about it. Alumina is pretty darn inert. A hot, concentrated and dangerous solution of sodium or potassium hydroxide will remove the Cab-O-Sil (fumed silicon dioxide, aka quartz sand) and any residual zinc, forming silicate and zincate respectively.