First image to objects
2nd image I moved one object into the 2nd object
Third image I selected all then chose assemble.
4th image I move both objects that are now 1 object.
5th image is add part
Put cone (or insert from another stl part) on bed

Once placed in right place and then you click off the added object, it is merged.

Could this all be implemented better? Sure. Create a github feature request on how to make both assemble and add part work better.