I am answering this question using an oval or round cabochon as an example.
After you have wrapped the frame bundle, use an item just a bit smaller than the bottom curve of the cab to shape the center of the frame bundle.
Next, use your fingers to slightly round the inside of the frame, so it more closely matches the cab shape. When bringing the wires to the top, make a 90° angle in each end of the bundle, where they meet at the top of the cab. Place a piece of tape about 1/2" above the junction to hold the frame together while you use wire to wrap them together at the junction. By spending a bit more time with the shape of the frame, the stone will be less likely to want to jump out.
Often I wrap the frame together without the stone in it. Beginner Series Disc 2 shows exactly how to shape and formulate frames for about any size or shape item, including cabochons!
Answer contributed by Dale "Cougar" Armstrong