I've heard you should never side load drill press bearings. I mill with a 3 jaw chuck in my mill all of the time. Not a problem. I have collets for my mill too. Just not enough. The last slot I milled the day before yesterday I put an end mill into my drill chuck. I don't have a 5mm collet for my mill. I needed that slot milled though. I didn't know if that end mill could cut steel, or not. It was an el cheapo import jobbie I'd bought for my CNC engraving machine. I have all of the collets for it. It only has an ER11 holder though. And there's little chance it can mill steel. I never tried and I doubt it can. It's a soft materials machine. Wood, plastic, stuff like that. Maybe some aluminum. The OZ25 on my mill is a bit harder on the wallet to fill out the set on. I'm thinking about picking up an ER32 holder for it. I could get the holder and a 9 collet set for about what 3 OZ25 collets would cost me. I feel burned either way so I haven't done anything. I've heard some bad things about some of them ER32 holders too. Which makes me leery to get involved. I know my OZ25 holder is good. I've been using it for decades now. Collets for it are just so damned expensive though.