That would be difficult inletting as they are probably all different shapes. Also, not having a concept of what you want to build yet makes it harder. Will it be a box lid, or some sort of ornament? It might be neat in a turned bowl, to put a bunch in some random band around the bowl
I think for best presentation you'd want to avoid seeing much epoxy around the edge of the amber and the hole.
I'm wondering if you had the wood, steamed it for a long time, with pre drilled holes, if you might be able to press the amber in, then as the wood cools it contracts around to amber tight, no glue needed? But you probably wouldn't get more than a few done at a time, and would something bad happen to the amber if its in a steam box or tube for 30 minutes or more and 250-300F?