I remembered this neat tip from Karen Christians but couldn't think
how to describe it properly again. Hopefully it might help.
You will need a very hot and tiny flame, butane won't work.
Use fine silver not sterling. The copper content in sterling
will make an uneven ball. High karat gold will work fine, 18K
and above. Stay away from 14K as it has the same issues as
Cut a disk of thin grey cardboard, to a little bigger than
your gemstone. Make a small hole in the center and a slit. Soak
it in water.
Ball one end of the fine silver wire and thread it through.
Take the other end of the wire, thread it through the disk and
ball the wire....