I do not see a mistake in creating the bezels, but possibly a lack of plan for the final assembly as a ring.
You are not going to "bend" your bezel to fit the finger, as noted above, or they will not hold the stone. Since you mention that your stones ride high on the inner support you created, you could file away the bottom of each to follow the curve of the finger, but that may remove detail you wish to keep.
You could creat a silver ring and the solder each bezel onto this in a step pattern. You could add some gallery wire, or sheet to support, and clean up these steps.
I am on my phone, so a very simple finger sketch is all that I can quickly add.