In that particular photo, what looks like a stone might actually be
enamel that was added after all the metalwork was completed.
But given stones are in play –
What I’d do is create all the metalwork first, with the opening and
numerous wide push-down prongs on the back, then set the stone in
place from the opening in the back.
I’m guessing that another option – with stones of just the right
shape, and only a minimal amount of metal overlaying the front –
would be to edge the stone in from the front using whatever open
space is available, then work the bezel as usual.