Too Thin a Skin

Before bead setting stones, properly
measure the thickness of your metal.  At a minimum, the metal should be as thick as the distance between the girdle and the culet.
If the metal is too thin, you will not have enough metal to get a good bead.

If the metal is particularly thin, use a setting bur that is slightly dull.  Then, rather than cutting the metal away cleanly, it will push some of the metal down.  This metal will bulge down below the plate supporting the stone.

Brad