I've had the same problems as most hobby lathe dudes with milling over the last couple of years, so much so that I eventually got a shaper to make those type of jobs more simple and pleasant

Anyway, way back in the early days I acquired a completely useless set of ward/herbert collets for almost nowt, one of those bargains you may never get to use

Then I set myself the task of making a collet holder for my Drummond M series which has been an on and off process until completion today

What held me up was when I saw the amount of overhang for this "collet holder" I assumed it would be useless. There was also a slight wobble of a thou or two so it was never going to be a "proper job" for good bar work and the job became an occasional effort

Well I finally finished it today and tried it out with a milling cutter and it was FABULOUS

6mm 8mm 10mm 12mm the metal just flew off as each cutter went brrrrrrrrrrrrrrrrr through a mild steel job I was messing about with

Straight in, up, down, who cares, it was amazing

the milling slide needed no extra support either, although I would still give it extra support it in the event of an overhanging job

I've used my big chucks in the past, but even a home made collet holder does a far better job

On the downside I'm now wondering whether I'm going to become a quorn slave…. and I do love my shaper