Haven't tried one like that. I use a self centering vise I got from Harbor Freight. Kirk Bosi recommended a self centering vise in a posting on Knoxville Cigar BB, so I got one, and am very happy with it.
These days 99% of my drilling is done on the lathe. For those stubborn stummels that require an obscene angle for the draft hole, I have a couple of tool steel plates to enlargen the gripping surface of my Oneway chuck.