I watched a video on stone setting today and the guy used a stone setting burr....He "Clicked" it in place after he had drilled a pilot and a teardrop diamond burr....I have tried this but I never got a "Click", it just slotted in place. I also have an old A&F diamond gauge set at my disposal....If I used the gauge tools, would this give me the desired "Click" of the stone in place ? Either way, what is the difference between a diamond setting gauge and a setting burr ?

Many thanks