A drill stop loosely based on an ER20 collet.
Select the appropriately sized collet for your drill bit, insert it in to the nuts and tighten down over your drill bit. It clamps firmly over a large area which means a low probability of it coming loose or moving. In addition collets are more concentric with the axis of drill rotation so if you're drilling wood, you have a much lower likelihood of marring the surface.
It does a much better job than those metal-rings-with-set-screw that are common.
Nuts are knurled for easy hand tightening/removal. I recommend putting a bit of PTFE lube or vaseline (which is what I did) on the threads and taper (which are M28x2).
The collets themselves should be +/- 1mm of flex; if you put the drill in and tighten down all the way and you can still move it, you should be using a smaller collet.
0.2 (Collets), 0.1 (Nuts)
3D Printing Canada PETG & PLA
Keep an eye out for "Elephant's Foot"; you don't want the collets or the top nut to be flashed with extra material.
I recommend printing the collets with PETG @ 100% infill for flexibility and durability. There's not a lot of plastic here - the full set from 1mm all the way up to 13mm consumes about 50g of plastic, and the bits are so thin that infill will be minimal anyway. (For comparison, at 0.8 walls/top/bottom and 25% infill, you're at 44g.)
The nuts should be PLA or something a bit firmer/less flexible than PETG. If you make the nuts out of PETG, the threads will bind up much more easiliy.
I would also suggest printing the collets themselves wide end down - there's not a lot of meat on the other side for build plate adhesion, especially with the larger collet sizes.