One of my techniques is to create a wire spiral a very tight round circle about the size of a dime.
Start from the center leaving enough to make a loop and spiral out from there.
Once you have it in the size that you like, cut and gently push into a slight cone shape. It should look like a straw rice hat with a loop on top. Then using a glue that will adhere to the glass marble, I just glue it in place. If the wire is tight you will not see the glue. It you need to connect from both sides I just allow it to dry and make a second spiral for the other side.
I am new here so not sure how this forum works yet so if you need pics, just site mail me and I will try and figure out how to send the pic! LOL