To actually drill the small holes, I use this drill bit chuck. It has a 1/4" socket. I bought this one many years ago at a local train show, so I do not know the brand. I have provided a link to a very similar one on Amazon, but you can find these quite easily. I bought mine specifically for drilling with those tiny drill bits we have to use. Up until I bought the drill shown in the sibling article, I simply used it between my thumb and index finger to rotate it around to drill the holes. That method was OK for one or two holes in thin material, but if you have to do a lot of holes or go through thick material, your fingers start to hurt.
(external link: Drill Chuck)
There are other slender, sleeved drill bit chucks, or machinist pin vises, available, and I had those. The problem with them is that they are lightweight and skinny and so they are hard to turn. I also found that for some of them, they simply did not have a good enough grip on the drill bit, so after every so many turns you had to stop and tighten the sleeve. What I like about the one I show in the photo above is that the locking mechanism has a very good grip on the bit, but it also has a bit of weight to it. This makes it much easier to turn by hand, as the centrifugal force helps you in rotating the unit more easily. I really like this unit.