Nice work, Nik!
If you are planning to sharpen End Mills, Slot Drills, or Twist Drills on the Worden, the standard advice from Hemingway, some time ago, was to make a holder for each one.
Instead, my method was to take a piece of 1" sq stel and turn an internal taper, (8 degree topslide offset) and an external 1.5mm pitch thread for ER Collets. The Closing Nut (s) came from ArcEuroTrade.
For most jobs, ER20 will suffice, upto 13mm.
Otherwise, I would have hordes of shop made collets, and nowhere to store them.
For drill sharpening, with the Hemingway accessory, I did turn the back of the nut to 31 degrees, to aid location against the main toolholder block.
You have years of pleasure ahead of you!
Howard