What type of mill are you using? Vertical, horizontal, or universal?

If you're using a vertical mill, then the DTI in the foreground of your DTIHolder1 pic can be used in an ordinary 3 jaw drill chuck (assuming you have one) and is a sufficiently quick and accurate way of clocking a vice for example, or other work with a reasonably smooth datum edge - just don't, whatever you do, overtighten the chuck (I've seen people do all kinds of silly things like that). The chuck only needs a light grip on the clock holder.

If you are using a horizontal mill (ie, where the drive arbor / spindle lies horizontally), then a plunger type DTI on a magnetic base may be a better option (clamp the magnet to the machine body, with the plunger on the workpiece / vice parallel etc.

Hope that helps, just yell if you need clearer explanation, and I'll get back to you.