Pablo,
All I've ever used was the vice on my mill, protecting the exterior of the portion of the stock to be grabbed with a piece of leather. I try and grip the stock in a flat, parallel area near the action inletting. As this leaves the arse-end of the stock hanging unsupported over the table, I place a machinist jack under the buttstock. I've never had one move.
A word of caution...If, after bedding, you use the mill to take out the inevitable excess bedding material, do not cinch the vise down hard on the stock. Try and use the minimal amount of clamping force to hold the stock, because, I believe, you can distort the bedding/action area if to much force is applied. I once bedded an H&S stock that has the aluminum bedding insert. After bedding, I checked it using the indicator method and it came out nuts. So I clamped it up good and tight in the vise right at the action inletting, and milled-out the excess bedding, de-burring when I was done. It looked beautiful. When I doubled checked the bedding with and indicator, I had a bunch of movement. I did some more de-burring...and some more de-burring, but it didn't help. The bedding looked spotless. I finally realized that in torqueing the vise down hard, I had distorted the bedding, likely, I believe, pinching in the aluminum bedding block a skosh, which took my bedding with it. So I re-bedded the rifle, and this time I clamped the stock up with minimal force, removed the excess bedding, de-burred, and it turned out perfect. Since then, I've used just enough clamping force necessary to keep the stock put and I've never had the problem repeat.
Hope this helps,
Justin