Here's some suggestions to double-check:
- Check your Jigglypuffs ability, make sure it's Cute Charm
- Try catching another Jigglypuff of the opposite gender
It's possible your Jigglypuff doesn't have Cute Charm, or it's the wrong gender, since the Cute Charm glitch has to do with gender, too.
Also note, there's different percentages of shiny chance depending on the TID/SID number, so it's possible you picked a really low-chance ID, or you're just getting unlucky.