Marble is softer than glass. If your tile is polished, beware of your average sanded grout, as it can scratch. While most folks like sanded grout for floors as it’s strong and durable, you’ve got a rather stiff structure and your tile won’t be subjected to much deflection. In addition, the gaps are pretty tiny and therefore not subjected to as much relative physical abrasion as larger joints. So, unsanded grout will perform just fine if you want to use it. However, if you want sanded grout, gravitate toward sanded grout that contains grains of sand that are relatively smaller and more rounded than average sanded grout, as they’re less likely to scratch your tile (if it’s indeed polished)...like Laticrete Permacolor. Plus, Permacolor is rated to be used in joints as small as 1/16”. At the end of the day, it’s your choice.
As far as your tiling substrate, I see only a liability in using uncoupling membranes with air channels for this particular job with tiny mosaics and concentrated loads of the tub’s claw feet. Whoever said that pre-filling waffles on Ditra helps in the support of tiles smaller than 2” is wrong. It will aide in installing them flatter, but you’ll still have the same fundamental lack of support where the small tiles hang out over the edge of an air channel.
And coupled with your plan to embed the uncoupling membrane over a hand-troweled bed of mortar on top of a heat mat and you’re very likely to produce a wavy tiling substrate. You DON’T wanna install mosaics over a surface that isn’t flat.
For that reason, I’d reconsider your plan. I’d install the heat mat per manufacturer’s instructions (they vary, so don’t assume anything). Then pour a few bags of self leveling cement over the heat mats to give yourself a nice flat surface to start with. Then, install a real, live crack isolation sheet like Nobleseal CIS. You’ll be left with a tiling substrate that is flat enough to install those mosaics with a relatively small notched trowel. And that is IDEAL for mosaics. Not only does this give you flat finished results, but you’re not dealing with excessive messy mortar oozing up through all the joints and giving you a migraine.