Now is the time to make a 3-Jaw Chuck a 4 Jaw Chuck is shown in my pocket lathe Instructable. You will need to know how to braze or weld.
Begin by selecting a ¼ inch fender washer. This is the base plate for the chuck. You will now need a 5/16 inch nut and a set screw that is ½ inch long. Place the set screw into the nut so that the bevel is protruding enough to center the nut in the ¼ inch hole of the fender washer. The nut should sit flat on the washer and not move about the hole. Braze the nut in place. The remove the set screw and flip the assembly over.
Place a ½ inch hex nut in the exact center of the washer and equally space three 5/16 hex nuts around the perimeter of the ½ inch hex nut.
Braze the 5/16 inch hex nuts in place and remove the ½ inch hex nut. Remove any slag with a wire brush and finish as desired. I chose to prime and paint flat black.
Install the three 5/16 inch ½ inch long set screws and you now have a 3-Jaw chuck. You might want to use a thread locker on the set screws. Be sure to completely tighten the screws before you use the chuck. This lathe will throw materials at a high velocity under full speed. Play safe...