Some people swear by pressing them into the grout if they come off while grouting. You could do that, and then if they come out of the grout glue them in to the hole that was made for them.

If gluing them on before grouting I like E-6000, It holds well. You can mask with tape to keep grout out of that area.

Oh, and my personal experience, some metalic beads dont react well with grout at all, it oxidizes them, so it could do that to foil backed beads. you might seal the back with nail polish or something, or let the grout set up, press the beads in to make a hole, remove and go back later and glue it in after the grout sets.

Tons of options, LOL. arent you glad you asked?

Yeah, like WACKY said. When I lose beads in grouting, I put them back in w/GEII. From your e-mail to me, I'd say you made your decision to use thinset already. Good for you. That stuff can't be beat for outside work, IMO. If they get swallowed up in the grout, you can brush them out w/a toothbrush or a small wire brush b/f the grout completely dries. Pictures please.

I am not totally used to working with thinset and mostly have used it to coat bases that won't hold up outside on their own. Why don't we use thinset to grout with??? Seems like we could attach and grout all at the same time if we did. Am I missing something about "grout" that's so great?

I use thinset to grout all my outside projects, but I don't use the set and smoosh method. I used the thinset as an adhesive, then when it's all dry next day, I use thinset to "grout" the project. To me, this insures good adhesion all around and is tougher for the climatic elements.