It depends on what your ideas are Phill, there's always more than one way to skin a cat, the main thing is to feel safe with what you are doing.
I use both methods - Glue Gun or Double Sided Tape depends on what is nearest to hand at the time and touch wood I haven't yet had one flying around the garage yet.....
Actually I may be thinking this one wrong now I've thought again
Probably be best to put a small flat on the cap of the burr then use the screw chuck to turn the dovetail into the base and do the shaping.
Then turn it round to hollow out as normal.
That make sense to you ? Seeing as you know the piece of wood I'm on about.
Any particular brand of tape Rowdy ?