Drilling large holes in small pieces of metal can be dangerous on a drill press. The drill can "snatch" and spin the part around. If you are holding the part in your fingers, blood can be spilled.
The easier it is to clamp the part, the more likely I am to be safe. As bought, the Harbor Freight drill press locking clamp is not easy to use. Yet, it can be improved with help from my junk drawer.
If you are interested, please see
Your comments are welcome. All of us are smarter than any one of us.