Try planting the hosta of your choice on a properly spaced hole by hole basis in your gravel bed using bagged garden soil to fill in the holes. I have been successful with this method not on a bed of pea gravel but drainage gravel in full sun! Just keep the area moist in a prolonged dry spell. It took about three years of growth and now the bed is almost completely obscured by the fully leafed out hosta. I find hosta to be a very tough low maintenance plant that will tolerate almost any growing condition in the garden and not only the "recommended" ones. And don't divide this plant though some gardeners will make what I deem an unnecessary ritual of this process.

Just so long as slug doesn't eat the hosta first!

Hostas may be great in shade but if you want a proper herbaceous border I'd think you should remove as much gravel as you can. You may well find wretched membrane underneath it as well - or even concrete as someone here discovered last week...which could limit your perennials rooting depth. You haven't said where you live - if its in the drier east you'll have too much drainage and the ground will get very dry quickly. I would do it right to start with. If you have to do it all yourself you could think about doing it a bit at a time. First thing I'd do is discover what is underneath so you know what you're up against.

If you go for planting pockets think what will happen when you want to lift and divide something - gravel everywhere, what a mess...
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Agree with Stera. better to do properly to start with...