One idea I've thought of is an adapter so the 1/4" screwdriver chuck can accept the smaller 4 mm bits in the miniature set one also has to maintain to work on the ever tinier fasteners in modern electronics. The screwdriver has too much torque to trust it driving small screws but it would be great for removing them, especially the extra long ones used in some of the gear I have. Also, all the subminiature metric sockets I have use a 4 mm fitting so that's another application.
Interesting Idea and was thinking that the optional Dremel Chuck has infernal internal threads. Might be possible to thread the end of one of the long Torx to accept that chuck...haven't mic'd it out but maybe. The idea of a tiny chuck works for me because of some of those deep recessed screws in electronics now days is always too small to get a standard bit holder extension in, let alone my small driver set. Trying to broach a 1/4" hex to a 4mm female hex is out of my league but could see the advantage of that.

Found this also on Amazon...kind of fits your idea but for tiny (0-.0312)?

A couple of things I've thought of are small punches or drifts/pin and disposable scribe points. Not sure if the metal can be heat treated but would be easy to try. I would guess they are probably RC25-35 as they are and probably fine on brass and softer materials. I save all my broken circuit board drills for scribe points...hate to waste good carbide. I chuck them up in the mini and use my Dremel holder to grind the points. 10 minutes will do a few.

Happy Thanksgiving to All! ~PJ