Many variables, depending on what cuts you need to make, but some people use epoxy or superglue, and even 2 sided tape to temporarily adhere a coin to a flat face, either a faceplate, or simply a piece of stock faced flat. A little heat, or solvent and it will come right off.
hi eltonc,
it looks like you can get collets for the sieg c0 lathe, i found these ones:
http://www.arceurotrade.co.uk/Catal...aby-Lathe/C0-Baby-Lathe-Headstock-Accessories
they appear to have er16 and er25 collets, are those big enough diameter for what you need to hold?
it has a M14 x 1.0mm spindle thread right?
another option is using a device called a "spider", it is basically a spacer between the chuck face and jaw tips. it keeps your work from being pushed into the jaws.
here's one design:
http://www.homemodelenginemachinist.com/f13/easy-build-spider-small-lathe-5849/
good luck