Interesting use for a spare drill chuck. He could have found something stronger then a piece of MDF plus found a more secure way of securing it then epoxy, both of which have poor shear strength.
Now since I don't like being 'accused' of putting my smelly foot somewhere it shouldn't be, my way. A piece of plate steel (thickness your choice) along with a screw through the retaining hole that's in all 'Jacob's' chucks I've ever seen will be stronger. Or, even better if you have access to a welder, the cut off shaft as the video shows welded in a hole in the steel.
Quando omni flunkus, moritati (When all else fails, play dead - R Green)