Eddie,
I am also one of those that's had the best luck when sandwiching a stack of thin material between sacrificial plates (typically 1/4" or so top and bottom -- even thicker if the parts are large). If the parts to be cut are thin, then I won't weld the edges of the stack -- rather I TIG weld on some small "bars" that connect the top sacrificial plate to the bottom one. I squeeze the stack either in a hydraulic press or in a big vise... usually with some really thick flat plates on both sides so the stack stays very, very flat while welding.
Sometimes, I'll make one of the two plates "long" on one edge so I have something to hold onto.
The one major PITA when cutting stacks is when part(s) break free. If I'm cutting a stack of thin material, I'll hole pop my start holes and then will also hole pop in the center of what will be a drop. The first thing I do is no-core cut a hole in there large enough to get a screw/bolt through there so I can *also* clamp the stack in the center (outside being held together by the welded plates.
(sidenote) My "trick" for getting an extra clamp bolt in is to drill and countersink one of the sacrificial plates exactly where I'll want to install that extra clamp bolt -- I do this *before* I ever assemble/weld the stack. Then what I do after my stack is welded is I'll use the hole popper to touch off on the inside diameter of that drilled and counterbored hole, and I hole pop dead center there. After I no-core this hole out, I install a flathead bolt/screw that drops into the counterbore, and put a 1/2-thickness nut on the other side. Now I flip the stack over the other way (flush surface where the flathead went in is now on the bottom so I can run the stack down right on top of the lower nozzle).
This was my method to save a lot of grief, as I found that an instant before an inside cut is finished, you will start seeing a few parts of your stack break free (but not all simultaneously). This makes an endless "start and stop" routine as you try and pick parts out that have broken free and then restart the machine (and sometimes break the wire a few times in this process).
Oh... for what it's worth: If the parts I was making had small holes in them, I **ALWAYS** no-core cut those holes. The machine can run this process unattended, whereas if you're creating a drop it inevitably requires a lot of attention. Don't forgot to change your flushing to pressure on the top nozzle and suction on the bottom nozzle if your stack is down on the Z -- I've found this to work much better for no-core cutting "small-ish" holes.
Doing whatever you can to bolt together the stack anywhere that there is going to be a drop has always been a HUGE timesaver in the long run -- well worth the time to no-core cut that extra bolt hole or holes in there to do some additional clamping.
Don't hesitate to ask more question, as big stacks of fine material definitely caused me a lot of grief until I figured out the little tricks. And as mentioned by other, do NOT drill any start holes in thin material! Always hole pop.
PM