Homebrew PCBs

Hi, I think I am becoming good at making holes even for vias and of 
course for through-hole components. I can make tiny holes, the results 
are very satisfactory, but part of the procedure is complicated.

First of all, I bought these:
http://www.harborfreight.com/20-piece-solid-carbide-micro-bit-grab-bag-44924.html

but they looked so fragile, I do not have a press, just a regular 
dremel. So I returned them and bought:

http://www.harborfreight.com/30-piece-hss-mini-drill-set-94606.html
for 4 dollars, 30 bits that work fairly well!!!

The only problem is that the dremel can only take rather big bits. For 
this reason I roll some tape around the bit up until the diameter is 
compatible with the dremel collet, and then I drill. Sometimes I can 
only make one hole, other times I can make 20 but eventually the bit 
will "slide in" and I have to remove it, replace the tape and start 
again. This takes a lot of time.

Suggestions?

bye
as