I’ve found a few but I don’t really have any ideas of what to do with them, aside selling them. Are they good for anything?
Some late game crafting items need them. Specifically, the Bejeweled Lens, which is then used for other, higher level crafting
You can easily get them later on, so feel free to sell them. The money is probably more useful early on.
I don’t recommend selling them, actually, or any of the jewels aside from the Magnificent and Flawed ones, since most reliable sources of jewels tend to have really bad EPA save for the buying diamonds in bulk (which only gets you Flawed in bulk and Magnificent occasionally.)
If you trade heavily in Criminal Favours, keep at least 1 of them: there’s an action on the Henchman and Accomplice card (if you have both companions who grant Criminals: Favours themselves) which allows you to use a Criminal Favour to gain 7 diamonds as long as you have 1.
Magnificent Diamonds are the only ones that I would not recommend selling. They are hard to get, and needed in bulk if you want a Zubmarine.