Step 4: Drilling
The loose block of wood you can see in the photo is to knock all of the disks into the correct alignment.
Once aligned correctly, drill through the disks quickly, in several plunging motions. Once all the way through all disks, remove them from the jig as soon as possible. They will have melted together slightly from the heat of the bit. Separate them from each other with a twisting motion. Before I worked this out I tried to prise them apart and cracked a few.