But it's important to realize that this procedure will always be a balance between risks and costs. Always examine the stones carefully before working on them. Ask yourself if you can afford to have something go wrong. If the answer is no, then unset the stone and do the job the harder, but safer way. If the stone is within the range you feel comfortable about being responsible for should something happen in spite of your precautions, then go ahead and work as I've described. But do remember that this whole procedure is a series of tradeoffs. It's NOT guaranteed, and even the old pros will occasionally have a sapphire get accidentally fried....
This paragraph says it all. If you are willing to risk your own
money to replace the stone if it is damaged then go right ahead
and solder on them. Otherwise get the stones out of the setting.
And please remember that every year new treatments are being
introduced and you will rarely know if a stone has been
subjected to them unless you are an accredited gem lab as well as a jeweler.