I'm getting a 16" delta scroll saw for Christmas, so I can try some fretwork, and scrollwork projects.
The kind of blades I need for this saw would be the very thin 1/16" blades, however this saw is only equipped to take from 1/8" to 3/8" blades, I think 1/8" is just to wide for intricate fretwork, so the wonderful thing about home shop machining is make the product you need.
I'm looking at designing a blade holder that will be made from steel.
I'm going to experiment with taking a 3/16" steel round bar, about an 1" or so, chuck it in my lathe, drill and ream a 1/16" hole through the center, to a depth of about 1/2",
then take it to my drill press, and drill a cross hole for tapping a 8-32 set screw to hold the saw blade in this hole.
Now after some careful measuring and layout I'll clamp it in my mill vise and machine the top portion that is solid, on both sides equally, to bring the thickness to a flat thickness of the saw blades that go in the saw, I'll have to make 2 of these one for the top of the blade and one for the bottom.
When I need to take the top of the blade out to threrad it through a new hole for cutting out a pattern, I'll loosen the set screw at the top, slide the blade out position the work piece to the next hole slide blade back in tighten set screw, and continue cutting.
I think this might work, if not I'll wait and see what kind of blade holder it is, and try to fabricate another holder like the original only with the ability to clamp smaller width blades.