you could hold them in a split bush in the mouth of the hole or pocket radius the same as your diameter and clamp it in a 3 jaw,
Either that or just superglue it onto a mandrel, don't worry, should clean up ok.
If they are very small you could just hold them in a vice with soft jaws and use a dremel to do it.
Jason beat me to it with the 1st suggestion. Definitely more than one way to skin this cat.
Michael W
Edited By Michael Walters on 10/10/2016 07:24:47