Dear Hank and David
I made a finger drill for a number 80 or 0.014 bit (very small) using a wooden cocktail stick. I cut the stick and filed one end flat and then pushed, with pliers, the reverse end of the bit in the flat end of the cocktail stick slightly off centre. It is best to pre drill a small hole with the bit itself to get it started if you are not confident with pliers as the potential for digit injection or a broken bit is high.
This is great for accurate drilling using the thumb and forefinger. Normally I use a pin vice for most drillng. The best thing is to always let the drill bit do the work and don't push. If a hole drilled in polyethylene closes over reopen it with a wooden cocktail stick point. Finally, small fine drill bits wear out very quickly especially when used a lot.