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I did a lot of small hole drilling on my SL, and then on the U3, including small flywheels for model railway use. First I used collets both on the spindle and in the tailstock. Concentricity was good and I started with good quality brass bar, which is round and accurate to better than 0.02 mm.. I had to drill it 1.0 mm, to be a good fit on a 0.995 mm shaft. I found drilling to the "correct" size never worked - drills usually cut oversize in metal. I tried slightly smaller drills - 0.97 & 0.98 mm - but the size hole it made depended on the bit of bar I was cutting. The bars were all hard drawn but it was noticeable that the centre of a 10 mm bar was a lot softer then 7 mm, so in 10 mm the holes were bigger.

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What worked was to drill 0.9 mm, then with 1.0 mm. When a drill opens up an existing hole it cuts undersize. this gave me a hole about 0.99 mm diameter. When checked with a bit of shafting the test shaft was a bit tight in the hole, fitting but squeaking. A final cut with a 1 mm reamer gave a good fit on the shaft. With the collet and the good quality bar they flywheels ran true and balanced without turning the outside diameter - I just gave that a quick spin with very fine wet & dry, and a bit of a polish.

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If you check the actual diameter of a 1.0 mm drill is a bit less to compensate for the tip wandering. Better quality drills are nearer to the correct size as they wander less. The one I was using was 0.99 mm according to the micrometer. Small hole drilling can be tricky.

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It is unlikely that the worm pitch is 1.0 mm. It is probably 0.3 Mod, which is 0.3 × π, IE 0.942 mm, but the helix angle will increase the linear pitch to about 0.95 mm. You might well get away with it. Make sure that all the machining is done in one setup to make sure everything is concentric.