I have a locket myself with Roman numbers in it.
viewtopic.php?t=1701 I have discussed this with some friends in another forum, and the only logical explanation we've found is that it's the maker who has put these marks to remember which part belongs to which. One person had the same kind of marks on a snuff box and lid. It's a bit more complicated with the ones that have different marks, but it could be explained in a number of ways. The odd part might have fitted better than the one originally intended, or perhaps they just didn't find the right part when they were assembled.
It's just a theory of ours, but I think it's rather plausible.