Whenever I have to drill something like that, or a small part, I clamp it in padded vice jaws. Most I'll lose is a drill bit, and maybe do some putty work on the part. Speaking of which, I'm about to drill out the gun barrels on the 1/32 Hasegawa P-40E. The OD is correct, but the ID is too large, and they are about 1/16 inch too long. That's going to be tedious. Then I'll sleeve the correct ID hypo tubing inside.