The experimental part was the "prongs". I had made a sandwich of 24 gauge copper and sterling silver sheet a number of years ago. I sawed a slice of it, cut that in half, and soldered each piece to each side of the setting. Then I tightly clamped them down to hold the stone. The stone was still a bit loose, so I rotated it a bit and that did the trick. Experimental because I don't know how it will age and wear. Only 2 prongs, but they are wide. I didn't want to use any glue.
I don't have a lot of experience with prong settings- I much prefer bezels. Anyone out there who has a lot of experience with prongs and knows what they're doing?