He-he, my spidey sense was tingling.
A medium size 6" vee block works great for drill press work.
I've also used 4 Jaws and 3 Jaws for holding round work on the drill press, they are easy to clamp. It really depends on what you have laying around.
Vee blocks are quite universal tools for holding work on milling machines and drill presses, having good clamps is essential to avoid slippage however.