FWIW
The xenia do just fine using super glue gel. In fact I think it is the fastest easiest way to do it. I have done hundreds (yes 100's) of xenia frags, all with gel, all with great success. Place a small puddle of gel on what you are attaching to , then mash the end of the xenia into the glue. I know it sounds brutal but unless you have a severely stressed or new wild collected piece there is nothing to worry about IME.
The capnella, depending on the size of the frag, can also be secured using gel but like most leathers it is difficult at best to keep it there. Suggestions above (netting, toothpick, rubberband) are all viable. Personally I like using a combination. A little gel will seal the cut and provide a mated surface for the base of the coral. If the frag has multiple branches I try to set the base of the coral in a hole and then loosely rubberband or tie down with a thin strip of bridal netting. I do not use toothpicks...not to say they do not work, just that I have better luck using other methods.
JMO
SiF