Remember those flaring tools we used to use for flaring copper tubing? I have one of them that has various size holes to hold different size tubing. It clamps tightly with a couple of thumb screws. I place a bullet in the press, raise it up through the hole in the press where the die would go, clamp onto a bullet using a hole of about the right size, lower the press handle and the bullet remains firmly clamped in the flaring tool. Works like a charm and didn't cost me a dime. No mess to clean up either.