I don't care for bulky pens, but my strongest preference is for lightness.
Quills are generally thinner than a pencil but I have no problem holding them gently.
I have a dozen holders from various sources.
Like so many others, I started with a speedball plastic holder which I never liked. I quickly realised that the fixed plastic flange was a distinct disadvantage when I developed sufficient control, requiring a subtle change of flange angle to suit my hand.
I have four century-style holders from Paper Ink Arts which I like with no special preference. I also have a PIA Hourglass Adjustable which takes all sizes of nibs. In fact, I have this holder permanently fitted with a lead refill. I followed instructions on how to make this pencil holder via Dr Joe Vitolo on IAMPETH. I find that it's excellent for rapid pencil lettering to establish layout prior to lettering in ink.
I have tried quills from time to time but have to confess that they are just too narrow for me to use with sufficient control. A lightweight holder which tapers down to slightly thicker than a normal pencil at the flange, seems to suit me best.
When Brian Smith first started up his "Unique Obliques" business, I acquired four of his magnificent holders. This one in particular is a little lighter than the others, and has become my favourite (see below). Like Andy, my preference is for lightness and I'm not particularly fond of bulky holders.
Brian used my Copperplate writing with one of his holders, for his banner heading and I am delighted to be associated with such a magnificent product.
I have no affiliation with Brian Smith, I just happen to greatly admire the high quality of the work produced by a true craftsman/penmeister.