On Tue, 23 May 2017 13:39:19 -0400, "Jim Wilkins"
wrote:

"mike" wrote in message
news
...
Other options that don't involve buying a new drill
or a new chuck or a $25 drill bit?

Assuming you have a metal lathe (this is r.c.m.) you could drill a
1/4" bolt with a solid shank lengthwise for the drill shank and then
drill and tap crosswise through the hex head for a setscrew.

I second that, but would use 3/8 to 1/2" stock, not 1/4".

--
I started out with nothing and
I still have most of it left!
--anon