shysal our marbles aren't 'on' the fence, they are 'in' the fence. This allows the light to shine through and works even if the sun isn't shining.
Dh drilled holes in the wood using a 14mm drill. He then painted some Gorilla glue in the hole and put in each marble using a rubber hammer. Think the glue cured in half an hour. Any marble with a piece of colour in it was positioned sideways to let as much light as possible through the clear portion of glass.
The flat glass pebbles will look lovely on the fence also but may not catch the light as much as if inserted in a hole.
We do wonder what will happen in the winter when the wood is wet and swells, will we lose the odd marble ?? But does not matter as there are so cheap to replace.
Hmmm... Less is more. I know, but it's so hard to resist 
Good luck.