Marbles are tricky. The man who taught me how to do it once said that an artist will make a hundred or more of them before really getting the idea. This is more or less true, and I certainly made my own share of footballs and eggs.
The way that I do it is to build up a mass of glass on the end of a steel punty (my marbles are smallish--nothing bigger than maybe an inch and a half) made from a third of a welding rod and sharpened to points at both ends. Once my blob is big enough, I will heat it up hot enough to shape, but not until it's super runny.
The initial shaping is done by rolling it in the cup of a marble mold (if you're using a graphite mold, remember to to wipe out the cups first or they will get black stuff all over your glass). Once it's mostly round, I heat the surface until it's hot enough to move but not hot enough to sag out of shape, and roll it on the rim of the cup that is a size smaller than the marble itself. Just use the rim, and change your angle frequently to get as much coverage as you can.
Also, keep at least one other punty to hand; periodically, you should attach the new one and remove the first one to make sure that your marble does not develop a squatty bottom. A good way to make sure that your marble's surface is properly round is to keep a strong light over your bench, and to watch the reflection of that light on the hot glass. If that reflection stays nice and even without being disturbed by dips and ridges, then your surface is nice and smooth.
Lastly, once the marble is done, take it out of the flame and let it cool until it's stiff. Give it one more quick firepolish, just enough to raise a faint glow on the surface, and then hold it upside down by the punty. Heat the end of the punty--not the glass!-- above the marble mold until the marble drops off into the cup. Firepolish the dimple away, and then get that marble into an annealer pronto. I like to keep a layer of talcum powder in my annealer to cushion and cradle the marbles so that they don't deform in there.
As for the Oxygen problem... yeah. It's amazing how fast you can go through even the biggest tanks. The best thing I can advise for those is to ditch the tanks entirely and get yourself an oxygen concentrator, either 5 or 10 lpm. There are several outfits that sell them, and though even the refurbished ones are pricey, they will pay for themselves after a while. I got mine at
www.oxygenplusmedical.com, and it has not failed me.