In the winter of 2007-8, when I was first testing bronze clay for Bill Struve, I test fired various grades and sizes of diamonds with the bronze. I bought a group of diamonds from Rio Grande and fired them once by themselves in the following manner: I fired them with a load of bronze clay, at the schedule I was using at the time (250 per hour to 1525, then 3.5 hours), reasoning that if they survived through one firing cycle they would do fine a second time. I then set them as I would in PMC, and fired them a second time.
I now use the best quality diamonds (with the fewest inclusions) and have never had a problem.
Although pre-firing them is a good strategy, it does have potential problems: Imagine hunting through a bucket of sparkling carbon granules for teeny tiny sparkling diamonds. Impossible, and I lost several little diamonds before I solved the problem by making myself a little bronze box, with a friction-fit lid, that could be fired in carbon and recovered without spilling its precious cargo. There are certainly other ways you could contain those tiny stones (fine stainless steel mesh, etc) but I liked the idea of using the first box made in BRONZclay to fire the first diamonds fired in BRONZclay.