I am looking for advice on holding and setting these already
Those are tough. And I'll bet they're already shaped to a rounded
wire shape, rather than being a decent straight walled bezel.
So try this. Use an 8/0 saw to saw open the bezel on the side, away
from where the chain's attach. Use a small hart bur to cut a groove
around the inside of the bezels. This will be your seat, of course,
but cut so the stones cannot drop in, but instead, are snapped in by
prying the cut bezel open a bit. Squeeze them shut again, and solder
or laser weld the cut closed. This should do most of the work for
you. If you got it right, they'll be tight. If not, they'll be
almost there, and a little burnishing with a point burnisher should
finish the job.
If you'd prefer to set them conventionally, try either orange flake
shellac, or that brown diamond setters cement stuff, to hold them.
Both are brittle (the shellac more so), but both should be able to
hold even these bezels if you work gingerly. Treat the bezels as "rub
ins", cutting a slightly undercut seat, tip the stone in, clicking it
into place as you might do for flush setting giving you the least
amount of metal you need to move over the stone in order to tighten
it, and burnish the inside "reflector" surface of the bezel to
secure them. The main thing is you'll have to be gentle, so as not to
pop the bezels out of the shellac, which could easily damage the
chain. This sort of method is the usual way these pre made mountings
would be set. But it can take some practice to get them right and
tight all the time, and if you're not sure, the first way, cutting
and soldering the bezel back onto the stone, may be easier.
As to holding them, you might be able to avoid the mess of the
shellac if you happen to have a set of tubing holders, which are a
sturdy handle and a set of collet chucks to hold tubes and bezels.
You may be able to modify the appropriate sized collet, cutting away
a bit at opposing slits in the collet, so there's clearance for the
chains while letting you grip the bezels securely enough. Little
bezels can tend to slip down into these collets, so it can help to
insert a suitably sized bit of slightly smaller tube or solid metal
into the chuck so the bezel cannot drop down too far into it.
My own favorite way to make these bezels if starting from scratch is
to start with a length of appropriately sized tube (commercial heavy
wall, or make your own), chucked into a lathe or my #30 handpiece. A
stationary setting bur held in pliers or a chuck handle cuts the seat
while the tube, not the bur, spins. Then the stone is inserted, and
the tube with stone spun again, while a burnisher presses the bezel
edge over, and you can trim the bezel edge with a graver while the
tube spins too. Takes just a couple minutes. Then a saw with the
blade inserted teeth pointing up, can be held while the tube spins
against it, cutting off the little bezel, nice and square, and to the
desired short length, even if the stone's culet extends out the back.
Arrange a little plastic Ziploc bag over the end of the tube, with a
slit in the bag for your saw blade, so your cutting off the bezel
inside the bag. That way the little bezel won't fly away as it cuts
free. Yes, I know this whole thing sounds odd, but try it. You can
set one of these bezels, start to finish, in a couple minutes per
bezel like this, and they come out looking super. But of course
that's for making one from start to finish. Not so useful if you've
got an already assembled mounting to set