Laser ring soldering is one method that jewelers use to get around this problem. Focused and tiny beams of light are used to melt metal at a rapid pace, allowing the jewelry to achieve levels of intricacy that are otherwise impossible to reach.
The old school method almost always requires first removing the gem from its setting, meaning the latter would normally have to be rebuilt afterward. This also brings the possibility of the precious stone cracking while it was taken out, especially in the case of emeralds and opals. Laser soldering removes all those worries by heating up the metal at precise points. As long as your jeweler of choice knows how to do it, you could rest assured that none of the studded gems would come to harm.