A slim, very sharp knife mate. Just has to be a shallow rebate to house the butt end of the crystal. Start with a round hole to the depth you would need, then gently square the edges with the slim blade. put as little pressure on the blade as you can afford.
Does it have to be calcite? could you not choose another? even after it has been secured, it may still be damaged. if you drop it, the laws of physics say it would land crystal end first and harm it.