Question. Although I have made things with PMC Plus (my favorite type so far- would be curious what you find is best for bezel setting) and have also used Art Clay silver, I never tried to incorporate a bezel. When you say: "Because the bezel wire doesn't shrink the bezel will slide over the top of the piece as the shrinkage occurs and you can set your stone," what do you mean? I am assuming you form the bezel to be the correct size for your stone. Do you then inset it a little into the soft clay back before it dries and hardens and "solder" it in place with a little wet clay or do you leave it on top and just put soft wet clay or syringe clay over the edge? I had assumed you would inset it a little, but I'm confused by what you wrote.
I believe I know what he is trying to say.
Metal clay shrinks as it dries, and again once it is fired. The best rule of thumb if you are embedding a bezel in the clay itself before firing, is to make the bezel slightly larger than the stone. To prevent massive warping of the bezel in the kiln, fill the bezel area with casting investment or plaster. Allow it to dry thoroughly and then kiln fire. The plaster/investment will easily pop out in warm water when you clean the piece after firing.
Bezel wire itself when embedded in clay needs to be anchored in. I use a thin rope of extruded clay around the outside of the bezel to anchor it to the base. I then smooth this out with a paintbrush and water so it blends with the bezel wire and clay base. I use oil paste to join the two bezel ends together.
If you are soldering on the bezel after firing, make sure that the area for the bezel is smooth before the piece is fired. Then apply the bezel using normal soldering techniques.