Alessio,
I use the chuck that is on the link listed below. This would solve your problem.
4486 Dremel Chuck
The Dremel Chuck holds Dremel accessories without using a collet eliminating having to use the wrench and creating quick and easy accessory changes.
Derward Myrick
----- Original Message -----
From: Frank P
To: Homebrew_PCBs@yahoogroups.com
Sent: Tuesday, June 15, 2010 1:59 PM
Subject: [Homebrew_PCBs] Re: About holes
Alessio,
I think if you change the collet in the dremel to a smaller one (like ones below), it would solve your problem.
http://www.dremel.com/en-us/AttachmentsAndAccessories/Pages/CategoryProducts.aspx?catid=5&catname=Chucks+%26+Collets
Frank P.
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