Wrap the wire bezel strip (step) around the base of the cabochon.
Using a scribe, mark the wire bezel strip where it crosses over the end, then trim using shears or a jeweler's saw.
Using a jeweler's flat file, file the cut end so it is straight, flush and smooth, and meets up with the other end seamlessly.
Remove the cabochon, add solder paste (flux and a solder chip or flux and solder wire could also be used) to the seam. Using a torch, heat the whole bezel, then move the flame to heat the area closest to the seam. Then concentrate the flame on each side of the seam until the solder flows. Place the bezel into warmed pickle then rinse with water. Using 400 grit polishing paper, and then progressively higher grits, polish to the finish you desire.
Note: Your bezel setting is now ready to finish with a bail, ring shank or other embellishment. When completed, put back into the pickle, remove, rinse with warm water, then polish.
Place the cabochon into the setting. Place the bezel roller onto the strip and rock the bezel roller from left to right pressing the bezel strip toward the stone. Repeat this motion working on opposite points of the strip until the strip is pressed against the cabochon all the way around.
Using a burnisher, go around the setting again, smoothing the strip and ensuring a snug fit against the cabochon with a smooth finish.
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