I’ve had a great set of hex drivers, made in the USA, from back in my college days. However, they keep falling out of my impact driver, as they were originally designed to be chucked up in a cordless drill.
Under the excellent guidance of @wandrson, I cut retaining grooves in the shafts so that my driver’s retaining system keeps them from falling out!
We used the indexing head to hold the non-shaft end of the bit, and turned the bit slowly while milling on the Bridgeport with a ball end mill.
(edit: Picture is an original bit, reference bit for groove position and depth, and modified bit.)