Chose a filigree which extends beyond the stone to reach around the edge and over the top to act as prongs. Practice with a piece of aluminum foil to determine the correct size and to avoid wasting a filigree. Filigrees will break if you bend them too sharply and all in the same place. Think of a curve instead of a corner. (Warning: Bright silver or gold plating will always pop off and crack if you bend it. You can only try this with the oxidized finishes or raw brass.)
To make the bends you should use a set of pliers with smooth jaws or better yet, the padded jaw pliers opticians use. This will avoid marring the finish and texture of the filigree.
You can also use a tiny dot of E6000 glue to join the back of the filigree to the back of the stone. Let the glue dry or set for twenty-four hours before gently folding the edges of the filigree over the front of the stone.
Attach jump rings (O rings) to the open areas in the filigree where you would like to add strands of beads.
This technique was used to create the pendant in this necklace.