I have a requirement to to drill 4.2mm holes to a specific depth in acrylic using my CNC spindle (I don't have a drill press & the depth of the holes have to be pretty accurate).

My problem is, 4.2mm drill bit shaft is too thick for a 4mm collet, yet too small for a 5mm collet (& I don't have a 4.2mm collet!) ...besides I'd rather not have to faff about changing collets where possible (that's a real time sump!). In the main I use a 3.2mm collet.

I'm having great success with these type of drills (which have a 3.2mm shaft)...



But they only do 3mm, 4mm, 5mm & 6mm :-(

I'm therefore considering, buying some cheap (soft) 4.2mm drill bits turning down the shaft using my lathe (once it works!) so the shafts fit in a 3.2mm collet ....is this plan flawed? (runout aside!).

Is there a better way? (ie somewhere I can buy 4.2mm bits with a 3.2mm shaft!)