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I have a sensitive drill press with a stationary spindle.
All the smallest sizes I do ( so far 0.6mm ~24mil = 0.024") - is on the Table CNC @ Work. My experince here is that the higher the RPM the smaller the chance of a broken Drill-Bit (not that it happens very often anyway).The slower the RPM or Feed -> the more the Bit wanders before starting the Hole (@ the surface).But as mentioned - it is not required to be fast ....Roger - I do not know how small you can get them (I see 0.1mm ~3.9mil=0.0039") - but have a look after 1/8" / 3.175mm shank VHM Drill-Bits for PCB manufacturing. The cheapest are from AliExpress, are ok - the Best are from a few German Manufactors (that I can't find right now) .... Per