Have experienced the same problem and after thinking "go slow" the problem solved itself. It's very easy and does NOT require anything additional except for maybe 30 seconds of drilling. Here goes: With the pen blank chucked up LOOSELY (but enough to hold it in place), EASE the drill bit up to the blank and let it start its own hole. Next, with the bit still in place turn off the lathe and tighten up the chuck: pressure from both ends centers the blank with your equipment and that's the key! Now advance the drill bit as you would normally; you will love the results. Try it...and have fun.