I was inspired by Doug Napier's blog last week, http://jewelrymonk.com/2014/06/13/day-13-small-bezels-setting/
I did a flush setting rather than a bezel setting into a piece of square wire and discovered a trick that I have never thought of before. It worked a treat! In a flush setting, the stone sits a little lower in the metal than in a bezel setting. I was a having trouble filing a few scratches around the setting (it is very small!!!) so decided to paint the CZ with nail varnish so I could running the metal over 600 and 1000 grit emery paper and check when I was getting too close to the stone. I was able to get the scratches out and I still had a painted CZ at the end. The nail polish came off easily with acetone.