Letting the soil breath would help. Right now the pebbles are essentially acting like mulch.

To be clear, the fungus gnats are not a problem; they are of no danger to your cacti. Their presence, however, indicates that the soil is too wet; wet enough to be culturing fungi. So don't pay the insects any mind, just focus on getting the soil dry. Once that happens, the fungus stops thriving, and the gnats go away.

A lot of commercial succulent potting soils are almost all peat, with very poor drainage. Did you amend the soil in any way, or does it already contain a good amount of perlite or somesuch non-organic drainage booster?