IF NOTHING HAPPENS WHEN YOU TALK TO AYDA EVEN THOUGH YOU HAVE HE NECKLACE(s) IN YOUR INVENTORY:
just as evilus suggested, instead of clicking the "Take all" arrow in after-combat loot selection, CLICK ON THE ITEM ITSELF when it is in the bandit's after-combat inventory!
a prompt should pop up indicating that you have pocketed the necklace. then you can go talk to ayda and she'll be happy.