Youra,
I used a 12mm shank ER11 parallel shank holder. The first issue was that the shank and the bore of the angular contact bearings both measured exactly 12.00 mm. I had to use a diamond file to ease the shank for a sliding fit in the bearing.

The particular ER holder I chose did not have an adequate shoulder for the bearing so I had to cut this with a carbide tip. That was no problem

Then glue on and trim a steel ring abutting the shoulder

I was not able to cut the fine thread on the other end with a carbide tip. I wrapped a wet rag around the chuck end and heated up the other end with a propane torch. I took the temperature to something above a blue colour but not as hot as glowing red. You can see the extent of the heat affected zone in the photo below.

The pre-load is set with a hex nut and the pulley is threaded to act as a locknut

I'm very pleased with the result.
Hope this helps,
Rod