1. Normally the cab would be placed in a setting with the bail attatched to it.

2. If you want to go without a setting, the cab could be wire wrapped. The bail could be made from the wire wrapping or perhaps a seperate bail could be incorpoated into the design.

3. You could also use a bail with a tiny stem, that requires you to drill a tiny hole in the cab. It is attatched with jewelers glue.