Did what you describe for many years when using conventional lubrisizers. Take a bolt (diameter of the shank on your sizing punches) that is at least two inches long, with the idea that you'll be cutting off all but the unthreaded shank of the bolt. Then, smooth the head of the bolt with first a file, then finish off with emery paper for a really smooth, flat, slick face, then insert the bolt into the lubrisizer, and mark where the set screw would tighten down. Next remove the bolt from the sizer, and file a flat notch where the set screw would contact the shank of your newly made nose punch. Make this notch good and deep. Then, reinsert the punch into the sizer, and only tighten the set screw enough to catch the notch, but not tighten down on the shank of the punch, this way the punch can float slightly, allowing it to seek it's own center when sizing bullets.
This works like a champ, and with just a little tinkering you'll have a first class punch setup!
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