Thru drilling on a drill press

[numbskull]

If you don't own a chuck for your lathe, or are trying to thru drill a non-turned plug, try this.

First cut the head off a common nail (something a little thicker than 1/8").
Chuck it in your drill press and sharpen the end with a file while it spins.
Remove it and drill a slightly smaller hole thru a flat board.
Drive the nail thru the board until it's tip projects about 1/4". Cut the back side off flush.
Chuck a cheap small plumb-bod in the center of your drill chuck.
Align the tip of the nail with the tip of the plumb-bob (by lowering the chuck) and then clamp the board to the drill table.
Put a 1/8'' drill in your chuck.
Position one end of your plug on the nail and center the other end under the drill (you can hold it in your hand) then drill in as far as you can.
Flip the plug over and drill in from the other end.
You've now got two aligned pilot holes and can connect them by using a long bit in a hand drill covering half the remaining distance from each end.

I've had good success, although if drilling maple your long bit needs to be kept sharp or else it can wander.