OK, how did you measure the stones? Did you use a simple brass or plastic caliper or a digital/electronic one? The reason I ask is because when a person purchases a 'lot' of gemstones you get 'the good, the bad, and sometimes the ugly', many of which have been 'mine-cut'.
(Mine-cut means cut by the locals where the stone was mined. These folks are usually paid by the carat weight, therefore these stones often have deeper pavilions with thin or thick girdles and as they are cut under mostly primitive conditions, not well calibrated either, so the stones are not expensive to purchase.)
When a gemstone is not calibrated and a simple caliper is used to measure one, it is easy to read and think the stone measures, for example 5mm round, when if the same stone were measured using an electronic caliper it might measure 5.2mm and not really be round at all!
Now when using round snapsets, a smaller or larger setting can often be used with no problem, IF the pavilion is not too deep or wide. When using another shaped snapset such as a marquise, the stone really needs to be the same size as the setting due to the cut (points on marquise stones chip off very easily). A square or rectangular cut stone might fit into a setting a little smaller or larger, depending on the cut. If the stone has cushion cut corners, a slightly smaller setting would work better, and for full corners, using the exact sized stone is almost a must, again due to the pointy corners that can easily chip.
In my early years, I used a brass caliper however when I got serious about gemstones I invested in a digital/electronic one. When not in use I remove the battery to save its' life and have no problem measuring stones of any cut.
Advice; if you are going to invest in gemstones, invest in the necessary equipment so you can use them to your, and their, best advantage.
For a digital caliper, WS offers them for sale here: https://www.wirejewelry.com/jewelry-gauge-1.html
Answer contributed by Dale "Cougar" Armstrong