Make a jump ring sized in proportion to the stone about 95% of the circumference. Cut with a setting burr (hart) a groove so that the jump ring "clicks" in. This is not easy at first, because you have to get the grooves level, otherwise your jump ring will not be level, and at the right height, because otherwise your stone will be to big or small for your collet. Also, unlike the picture I also polish the 'open' collet and remove the swarf. Then I click the jump ring in and solder it.