You should be right with the 14k. It should not be too brittle.
Anneal it if you haven't already.
You can possibly have this problem with certain casting alloys but
not a metal that was malleable enough to roll down into a strip. You
should be careful about the shape the stone is seated into making
sure it is close to perfect. The walls you push across the stone can
be quite thin, but they need to be a uniformed thickness (you thin
them as you go). If you have seated the stone well you should not
have far to push these walls, making sure you have allowed extra
metal over the stone for leverage. The only problems (outside of
very problematical metal) you will have is where the bezel wall is
not even and not annealed. You don't have to do too much to the
metal for it to matter if it is brittle. You push from the outside,
then out from the stone (after you have filed the excess) to make
the frame look uniformed and clean, then a quick rub from the
outside helps. If you burnish the edges nicely then you only need a
fine emery and polish to finish.
You shouldn't need 18k, or 22k.