How do you drill out a perfect hole in the center without a lathe?
I have an entry level WEN dp, a decent vise but I'd like the hole in the same spot everytime. You guys build a jig?
I'm also having a time holding my baffles, what do you guys use?
How many bits do you use on a .390 hole? You know, stepping the hole or do you go straight in?
I'm def not a machinist but I love dicking around with this stuff.

I make drilling jigs for all sorts of cones. Easiest to get ahold of me on the form1suppressor.boards.net. Sign up, shoot me a message and let me whose cones/size/shape and maybe even include a picture, especially the K-Cups. Use imgbb.com for the photo hosting. About the only site that likes me.

2 bits should do it. The pilot, and the final size.
Yes, make a wooden jig to slot them into the exact same place every time.
Vise the jig to the Drillpress's table. Tighten the platform, do them all in series at the same time.
If you have a HighSpeedSteel bit, you don't need the pilot. Just drill with your final bit.
The pilot won't be perfect if you change the bit, or piece between passes. But again, the pilot might not NEED to be perfect. Just relieve the stress of the initial cut.

My issue is holding the work piece...

Start with a center drill.

I've got centering bits and even put on a new keyless chuck but they're still not perfect

https://makezine.com/projects/skill-bui ... he-center/

You can do this to find center on each one. Mark it, then use a spring loaded center punch to put a dimple dead nuts in the center. Then clamp your cone down to the table (will need a fixture) and use a a tiny (like 1/8" body diameter) center drill and just get the tip of the drill on your centerpunch mark. You will see it if center drill is small enough.

If you can't make a jig & all you have is the vise, I guess you could put the baffle on a pair of parallels, a V-block on the fixed jaw, and just keep tapping the top of the baffle down as you tighten jaw to keep it down on the parallels. Assuming your vise is perfectly level with your table (and it's right with the ram), that should hold well enough to drill. If you can borrow a cross slide vise from someone, that might make it easier too.

I hold my baffles on a 3-jaw rotary table for milling operations - that does well enough with light cuts. Drilling would definitely be sufficient.