Key to any cosmic microwave background (CMB) analysis is the separation of the CMB from foreground contaminants. In this paper we present a novel implementation of Bayesian CMB component separation. We sample from the full posterior distribution using the No-U-Turn Sampler (NUTS), a gradient based sampling algorithm. Alongside this, we introduce new foreground modelling approaches. We use the mean-shift algorithm to define regions on the sky, clustering according to naively estimated foreground spectral parameters. Over these regions we adopt a complete pooling model, where we assume constant spectral parameters, and a hierarchical model, where we model individual spectral parameters as being drawn from underlying hyper-distributions. We validate the algorithm against simulations of the LiteBIRD and C-BASS experiments, with an input tensor-to-scalar ratio of $r=5times 10^{-3}$. Considering multipoles $32leqellleq 121$, we are able to recover estimates for $r$. With LiteBIRD only observations, and using the complete pooling model, we recover $r=(10pm 0.6)times 10^{-3}$. For C-BASS and LiteBIRD observations we find $r=(7.0pm 0.6)times 10^{-3}$ using the complete pooling model, and $r=(5.0pm 0.4)times 10^{-3}$ using the hierarchical model. By adopting the hierarchical model we are able to eliminate biases in our cosmological parameter estimation, and obtain lower uncertainties due to the smaller Galactic emission mask that can be adopted for power spectrum estimation. Measured by the rate of effective sample generation, NUTS offers performance improvements of $sim10^3$ over using Metropolis-Hastings to fit the complete pooling model. The efficiency of NUTS allows us to fit the more sophisticated hierarchical foreground model, that would likely be intractable with non-gradient based sampling algorithms.
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