You probably know this already, but for those that don't, Superglue is excellent at holding down small parts. It is easily disolved with Acetone.
I had to make some 10mm dia X 25mm long brass inserts- my vacuum on the lathe would just not hold it so I made a 50mm dia ally X 20mm long disk with a hole in the middle which the brass inserts push fitted into. I superglued the insert in place off machine then machined it when set (used an activator).
Leaving the assembly to soak in Acetone I was pleasantly surprised to see it turn into a gooey paste within an hour.
Just thought I'd mention!