Hi Robert, If you are setting into a ring that is should type
setting, so that the opening is C shaped with the side exposed.
You start out with a 45 degree baring bur at a angle so that it
forms a lip to slide under. You then rock the bur upright so
the stone sits flat. The fish tail are folded over like a bezel
opposite to the lip.
If your doing double fish tail. ===(0)(0)(0)(0)(0)=== Then
drill in straight and use the fish tails ends like a bezel. You
can also burnish the stones in. Jim @Zimmerman