If you find you need to hold small items in a 4 jaw chuck an ER16 chuck on a parallel shank will work for a lot of the things you want to do. You haven't said what the target sizes are but I suspect the collets you are trying to make use of are for specific diameters and may go smaller than the ER collets but the ER collets would add to what you can do with your 4 jaw chuck and existing collets. Something to consider in the future maybe.
Martin C