Using the drawings from the NEMA 34's data sheet, I threaded M6 holes in the base plate to attach the motor. At the other end of the plate is a "design" that applies pressure against the end of the stepper motor's shaft. The clamp's purpose is to allow the easy removal and replacement of the part to receive machining.
The big round thing is just a cylinder to hold the central shaft and the clamp. The central shaft has a bearing at the CNC end. This allows pressure along the shaft and also rotation about the shaft. The other end of the big round thing is a simple plate that holds the Harbor Freight toggle clamp.
The toggle clamp acts on a M6 x 50 socket head cap screw that's threaded into the right end of the central shaft. The springs on the right end of the bolt retract the device when the toggle is opened to allow easier change of the part to be machined.
Affixed to the stepper's shaft is an arbor I made. The items to be machined have a hex recess broached into them, so the arbor firmly holds the part to the stepper. There is a picture of me machining the arbor while it is in a hexagonal collet block. The other end of the shaft was bored to 14 mm to make a snug fit on the NEMA's shaft and a set screw clamps the arbor to a flat on the shaft.