My dear friend. As with all solutions, there's always the concept of saturation.
Stevia definitely dissolves in PG
Go heat up 10ml of PG in a hot water bath. Dissolve half a teaspoon of powdered stevia. Confirm dissolve nicely and sweet enough.
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When you say powdered stevia, are you referring the ones that look like sugar? crystal-ish. If that makes any sense.