How to Ball ends of Wire with stone on it?

I’ve been seeing a technique of attaching stone to chain links by
creating a second ball at the end of a balled headpin to form a
bar-bell. The stone is held in place because the second ball is
bigger than the chain loop. Creations made by Ten Thousand Things
uses this technique a lot.

My question is how can this be done without damaging the stone?
Perhaps there is something out there to coat the stone to prevent
heat intake - is there? How can I do this? Another question is they
also use the same technique with leather cord - if they use this
coating, how does the leather cord stay clean?!?!

Thanks in advance.