Here's an approximation of each MJ song that best fits each of the Mane Six (according to me):

TWILIGHT SPARKLE:

APPLEJACK:

RAINBOW DASH:

FLUTTERSHY:

RARITY:
Either this

Or this

Can't really decide.

PINKIE PIE

PINKAMENA

Pinkamena- Blood on the Dance Floor?
No. NO. YES.

4359110 For the record, Pinkamena could be Smooth Criminal as well.
Also, Rainbow could be Bad if you look at Sonic Rainboom
(PS Do Jackson 5 songs count? If so, I think Pinkie could be Shake Your Body (Down to The Ground))

4359121 I admit, I had trouble coming up with ones for Twi and AJ. I almost went with the original "A Place with no Name" for AJ, but I went with message over sound.

4359164 Yeah, Aj must have been tough