When I set flat, or buf-top cabochons the sides still have a small
bevel so a tight fitting bezel can hold them. I often also cut the
bezel just even with or a hair above the stone. Then with an agate
burnisher work the bezel and “pull” a tiny edge of metal over the
top corner of the stone.
If it is a stone with no bevel then there are many creative things to
try, such as cut the bezel wire with notches so that in essence you
have a series of prongs you can pull over the top.