I make them sometimes. It is easiest with 18g wire or 16g, though I have made them on 20g. I put the wire in a pin vise and add the
glass on the end and rotate the pin vise. Keep the silver out of the flame! Just heat the
glass and add it to the wire. it takes some practice. You can also use high temp wire which won't melt.
This is a picture of a headpin with High temp wire. I ended up wrapping the wire with silver to hide the high temp wire.
This one is made with 20g wire.
I hope this helps.