If your pearl is a half-drilled pearl, then an upeye, pendant bail with peg or bead cap with peg will work very well. Secure the pearl to the finding you choose using an adhesive such as G-S Hypo Cement or Loctite® 454 Gel adhesive.
If your pearl is a fully drilled pearl, then a headpin can be fashioned into a bail by finishing the end with a wrapped loop.
Tips for creating pendants with cup with pegs and bails:
Before applying adhesive, place the peg into the bead hole to ensure a proper fit
Use a bead reamer to enlarge and smooth bead holes
Apply adhesive to the prong. To guarantee a lasting bond, use a permanent adhesive with a needle applicator, such as G-S Hypo Cement, which is ideal for small bead holes.