Here is a tip I use when using really small blades. When drilling the holes use a bit that is big enought for the blades width (thickest or what ever), not the side with the blades teeth. Then drill two or three holes in a line and the blades will slip right in. It helps if you put a point on the bottom of the blade.
When using a bit chuck that wobbles, touch the bit to the wood before turning on the drill press. I even indent the blade a little, but be careful. This is sometimes the time of breaking bits. Good Luck