Magnetic chucks are typically specialized for EDM applications. They are sealed differently than those used for grinding machines, as the oil and debris from the EDM process can damage and seize up the typical ON/OFF magnet levers.
Several magnetic chuck manufacturers (such as Walker Magnetics©, Suburban©, and Hermann Schmidt©) offer EDM-specific chucks that have fine pole divisions for improved work holding, have magnetic poles that reach to the very edge of the chuck, and are more compact and thinner to preserve the usable Z-axis stroke of the machine. Be sure that the magnetic chuck you purchase is designed and compatible for use on EDM machines.