I have never used any adhesives to hold rocks in place, so I can't really suggest a product that you might use. I wouldn't want them in any permanent position anyway. Over the years I have made many changes, moved rocks around, reshaped shorelines, etc.
All that glue may not give you that natural look you were going for.
However, if you do decide to use some type of glue, throw some sand or dirt on it before it sets up to make it look natural.
I just stack the rocks so they fit snugly, like a puzzle. It's trial and error and choosing the correct rocks is key. Sometimes it takes several different rocks to find the right one that fits. I flip them around and turn them over until they are stable. I set one layer, then the next layer is set back a little toward the shore and sits on the seam of the previous layer, like a brick wall. The shape of one rock fits the shape of the one next to it as best as I can. It takes time, but when it's done it's pretty much locked in together. Rocks are plentiful where I live, so there's no shortage.
Oh, and no pointy or sharp rocks get near my pond. I don't want to chance puncturing my liner.
The most important thing is it's up to you, it's your project.