Mercury can since it's low in the horizon and seen through a lot of atmosphere, otherwise, you're right, the reflected light of a planet doesn't usually twinkle. They can also be identified by their visible color in the sky. Venus usually brilliant white. Mars is ruddy and appears orange. Jupiter shines a creamy white, followed by the golden yellow of Saturn. Uranus and Neptune aren't visible with the naked eye, but their blue should be discernable with a telescope.