A pin vice, I wanted too be able to keep a couple of these around with known drill sizes in for deburring holes or reaming out dowel holes in 3d prints. I've seen one or two models about but they seem sized only for 1/8" shank pcb drill, i wanted to use collets to make it suitable for any shank size (up to 4mm i think)

The model is provided here along with an OPENSCAD script so you can generate your own collets. There is a 4mm bore all the way through the pin chuck body but you could also use a spacer block to provide a back stop to the drill.

Printing:

PLA should be sufficient but you need a well calibrated printer and preferably 0.25mm nozzle, although i am sure a 0.4mm will work to. Again I used layer heights of 0.1mm, maybe 0.15mm will work too.

The print is pre cut into several pieces, so that the parts can be printed with the ideal layer orientation. Of course there will now be glued joints but keep in mind this is a 3d printed tool in the first place.

Use a brim on the 2 threaded components.

Dowel the body halves  together with short lengths of 1.75mm filament and CA glue together make sure there is no gap by binding in a rubber band or using pliers. the body then can be glued to the threaded head. 

There is a step file and a non split stl if you can print it a better way.