I have a few ER-20 collets so I made a ER-20 "Chuck" for the Sherline. Pretty simple, a long 3/4"-16 tool holder with an ER-20 taper in the end.

The threading for the ER-20 nut is loose. The ER-20 nut uses a 25mm-1.5 thread. My lathe thinks this is the same as 16 TPI. 1.5mm is 0.059" where 16TPI is 0.062". The thread needed to be loose for the parts to fit together. I think this is OK though, the ER collet is just pressed into its large taper by the nut, so the thread fit is not critical. It mounts onto the lathe spindle as:

It overhangs quite a ways, more chance for run out. I checked it on the fake stub shaft on the large lathe and it had about 0.003" TIR. Not great but usable. Haven't yet checked it on the Sherline. I've also obtained an ER-32 chuck set from Beall Tool. Both the ER-20 and ER-32 have larger capacity than the standard Sherline collets. The ER-32 chuck overhangs more and eats up bed space. Both will be useful.