In my experience malachite is very, very sensitive to heat.
Overheating produces black copper oxide.
The only thing I can suggest is doing the absolute minimum of
polishing, etc. after the stone is set. It seems to be even more
sensitive to heat after being mounted in a bezel.
Whenever I’m polishing or buffing malachite, I keep a container of
water handy and dunk the stone in it frequently.
Malachite is beautiful stuff, but it’s so soft and heat sensitive
it’s a pain to work with.