
Yesterday I had fluxing success but if you're struggling with soldering, or you just don't want to create that look, you can try routering your glass cabachons. I like to use this technique when I want a "floating" look - where the frame that holds the glass cab is hidden.
The equipment you'll need is a glass grinder and a special jewelry bit. Yep, that's what it's called, a jewelry bit. I buy the Aanraku Twofers

There's a better picture on the Delphi Glass website if you're like me and want to see a close up picture - in fact, here it is from the site:

Once you have the bit, it's really easy to just run the edge of your fused cab around to create a groove in the glass like the one on my painted cab:

Delphi Glass has a quick step by step for adding a wire frame to create a pendant out of the routered glass cab.
Try it! If you don't solder, router!