Kensal,
These are likely imports as they are not marked USA. They came from Drills and Cutters in Long Beach, NY. They have a website.

Don,
I'd be using them in a vertical mill. Likely a Bridgeport, which is barely a mill, but good enough for about everything a gunsmith would do. Holding the screws is makeshift for me. I've used a collett on sizes that would fit. Other sizes, I've taken a few pieces of aluminum, a thin piece in the middle and drilled it to the shank size, then remove the middle thin piece and use the two outer pieces in a mill vice to hold the screw.