I suspect that many have already discovered how nice cordless screw drivers are for drilling w/ the super tiny bits we use, particularly in plastic. High torque and low speed so you drill instead of melt. The major beef I had with them was the tendency they have, when you drill through and try to withdraw them, to leave the drill and chuck in the hole.
Solution! I drilled a #40 hole in the drill’s tool holder and tapped it for a 8-32 screw. Get an 8-32 thumb screw of the shortest size you can find or get any length and run 2 nuts onto it and cut it of w/ a hack saw or Dremel (the two nuts will keep the cut square and dress up the screw thread when taken off. A further advantage is, when working on a project w/ multiple size holes, changing drill sizes is greatly facilitated. You just set up each needed drill size in its own chuck. A half turn or so of the thumb screw and swap bits, chucks and all.