Clamping pieces for drilling? adding weights

Hi, I have an unweighted wooden set i'd like to add weights to - it's nothing special but is pretty large (9cm king, staunton) fwiw.

I have a drill press, forstner bits, but i'm not sure how to go about clamping - in my experience, trying to drill small bits of wood often results in them spinning with the drill and getting damaged, or having to be clamped pretty tightly - something that will be hard to do without damage, with a round and somewhat delicate piece.. 

anyone have any recommendations on technique? thanks!

ps - my guess for weight would be about 60g/2oz added for king/queen to 20g for pawns, if anyone has advice there (9cm/3.5" king, staunton)

Drill Press Vise maybe? That or try this method out.

http://oldmachinery.blogspot.com/2018/04/adding-weights-to-chess-pieces.html

I have a metal drill press vise, it would for sure mark the pieces though and i don't think flat sides would grip well - thanks for the link, drilling a wide hole between 2 bits of wood and clamping that makes sense, he does say it still presented issues though, that he had to hold the pieces and it was "quite kludgy".. 

wish i had some spares to test with!

I use this vise for that, with soft polyurethane.

It works quite well but is better with a hole that fits the pieces base of course, try to get the PU and try to avoid any black rubber because it would stain the pieces in case of rotation. I also use bolts. I wrote an article were I show the proces but... didn't take any picture while making the holes but maybe it can help you with the rest of the process. In the picture where I'm holding the piece with the hand  the hole was already made, I only hold the piece to take the pic:

https://jacmatchessboard.blogspot.com/2020/07/45-weighting-pieces.html

thanks! that looks sensible.