I’m sure this may have been shown before, I did look and search.

So apologies for repeating it.
If you are new to machining you may not have seen it.
I’m basically lazy, - sort of goes with my good looks,

so sometimes rather than changing to the 4 jaw chuck I just use the 3 jaw chuck.
The square bar is just held using a split tube.
This one is for holding 25mm square bar to bore a 20mm dia. hole.

Just to give an idea of the tube size (“collet”) the I/D is 33.5mm dia. the wall thickness is .100” (2.6mm) which gives an O/D of 38.7mm dia.
The way I make them is I first do the I/D first so the square bar just goes in (with a push), then cut the outside to give a wall thickness between 2.3 to 2.8 mm (.090” - .110”) The wall thickness is important from the fact that if it is too thin it will crush under the force of the jaws. If it is too thick then too much force is required to hold the square bar securely – risk of straining the chuck.
I just cut the slot with a hacksaw.
This one was for holding 10mm square bar to cut a 9mm dia. boss. The wall thickness of the “collet” is .100”

Now obviously it is not as accurate as using a four jaw chuck. But sometimes it doesn’t have to be.
Just remember you are using edges (never the best way) so just check for burrs and such.
A few more – from left to right to hold sq. bar 25mm, 10mm, 20mm

Can be useful for the quick hole or boss.

DaveH