Use a piece of conveyor belt rubber cemented to your bench
pin. Filing articles on the rubber doesn't let the article slip
and holds firmly for sanding or drilling.<<
You can also use rubber gasket material. Most good hardware
stores have it in sheets about 9 inches square & 1/8 inch thick.
It comes in both buna (black) & silicone (red) rubber. The red
resists heat better than the buna. It's inexpensive & can be cut
easily. If you want, it can be glued or tacked to a bench pin or
any device of your own fashioning.