Most bezel cups become work-hardened during the die-striking process, which can make setting them somewhat difficult. To make the metal more malleable and easier to set, anneal the bezel cup prior to setting it.
If your setting operation will include soldering steps, they may be sufficient to anneal the bezel cup. If your process does not include a soldering step, before setting the cup, heat it, staying below soldering temperature. Allow the cup to cool slightly, and then quench it with water.