My CNC mill does rigid tapping and it is great and easy to do -- just
one "one liner" like this

G33.1 Z[-0.5] K[1/24]

would rigid tap a 24 TPI thread from the current point to the depth -0.5.

Easy and powerful.

It even works great with fine threads, but I have a problem with
coarse threads. I hold the taps in a Jacobs drill chuck. The chuck
cannot hold a coarse tap, like 1/4-20, the tap slips in the chuck. The
result, is holes that are partially tapped and a slipping tap. Not the
end of the world, but I want to do better.

What kind of tool holder should I use for this rigid tapping? Would
colleted tool holders help with this?

i