I made a pair of wedges and they have worked well, but I like the way Brian does it.
Pipe can hang up beside/behind the mill, with the alternative drawbars, so not so easily "misplaced" as wedges (even though the wedges have holes, for hanging on a nail).
Wedges, on balance, are a better solution in most cases – thinking here Clarkson or ER collet holders), and my home made arbor is shorter than the one that came with the mill…
Also remember never to put a cold arbor into a warm socket… after you get it out. My home made arbor was shrunk fitted together (MT blank + round bar) and that has not come loose … yet.