Carba-Tec have a jig in their catalogue that is used with a bench grinder but can't find it online.
Cat DBJ-1 at $19.00
I've haven't seen one of those cheaper gadgets that does a good job and seem to get the clearance wrong behind the cutting edge or no clearance. By hand is better and takes a bit of practice.
You just have to have the correct included angle of around 118° (use a hex nut as a template at 120°), equal cutting edge on each side (measure with a ruler) and the hardest part is to get the right clearance behind the cutting edge, around 5° for most materials (check with a straight edge at right angles to the shank and should see clearance. The key is to keep the cutting face parallel with the wheel as you move the drill upward and you do a little clockwise twist of the drill at the end. This last motion is essential to give clearance on the trailing edge before the flute. When done correctly, you end up with a line between the cutting edges and not a point.
Any drills below 3mm are better off with new ones.... I have trouble seeing them, let alone sharpening them.