To further explain my experience with Whitby jet:
On visiting Whitby I spoke to folk working in a couple of the jet craft shops. I was told that due to its soft nature jet isn’t typically formed into cabochons and then set in rubover settings. Instead it is glued into a wide bezel using epoxy adhesive, often mixed with coal dust. The set stone, and its bezel, is then shaped with files, wet and dry paper of various grades and finally with appropriate grades of polish on a conventional mop and bench motor combination.
I followed those instructions and achieved a very acceptable shine. The method does limit the use of the stone to some extent but fits quite well with my ‘craft’ approach.
Jet cut with a piercing saw, shaped, fitted and then glued into a wide walled bezel.
Stone filed, sanded and polished with white Luxi.
I hope this helps.
Regards.
John in Dartmouth South Devon, about 380 miles/7 hours drive from Whitby.