For CNC profiling, I've held sheet against a sacrificial aluminum plate using hot-melt glue. It holds fine, but cleanup is a PITA. The best solvent I have found is kerosene, but it turns the glue into slimy goo. I have also held sheet onto MDF board by covering the part with wide strips of blue masking tape on the part and on the MDF, and then sticking the tape layers back-to-back with superglue. The part comes off fairly easily with a knife or chisel, and cleanup is a breeze. With the masking tape trick, it's a race against time before coolant soaks into the MDF and wrecks the bond. Ideally, you set the DOC to just break through the metal, and not the second tape layer, so as to protect the MDF from moisture. However, given MDF thickness tolerances and clamping, it is hard to keep the DOC in the layer you want. You have to be careful to avoid wrinkles or overlaps in the tape layers.