I would second a set of ER32 collets, you can use them to hold drills as well you know! I have an ER system on my mill and I use that more than the drill chuck, lower profile gives more head room and they grip a drill better than a Jacobs 3 jaw chuck as well!
Paul.
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Strange - There is never enough time to do the job properly but there is always enough time to do it again when it goes wrong!