I use to cut stones, facet and Cab, ( well still do but lampworking has won over my time more than faceting has) a real opal will dry out and break if you would get it hot enough to encase it in glass. The moisture in the stone is what helps give it the fire, when they dry out they crack, off the top of my head I can't remember what the water content is, I will see if I can find it.
Look here
http://www.gemsociety.org/info/gems/Opal.htm
If I were going to try to encase any opal, I would only use created gemstone like gilson and I don't know if it would work as I have never tired the gilson opal in glass before, I have only done CZ's. So, I can't give any info on encasing one, the only thing I can tell you is not to use a natural stone, a natural opal will not survive in my opinion.
I hope I was of some help to you.
Sandra