I’ve used several methods. But recently, I stumbled across a YouTube video demonstrating a double-sided tape that works really well. It’s stickier than painter’s tape, but thinner and less sticky than carpet tape. I bought a roll, and have switched to it for doing small items. Before I had my waste board with threaded holes, I used this tape to hold everything (including the waste board when I machined it). It’s kinda expensive at $11/roll. But by the time you factor in the cost and mess of CA, it’s pretty competitive.
https://www.amazon.com/gp/product/B01B8HLRVY/ref=ppx_yo_dt_b_asin_title_o01_s00?ie=UTF8&psc=1