You can use small, strong magnets (plenty available on e-bay) but you need at least 2mm depth to put them in. If your base is thinner than that you will need to put something magnetic under the base. Thickness varies but anything strong enough to secure a 28mm figure is going to be about 1mm thick.
Try the above (if the link works) – 1mm thick and 10mm diameter. You may only need about 1.5mm deep hole for these – still rather awkward to drill in a figure base though.
Tony of TTT