I found milling on a mini-lathe to be very limited in comparison to a real mill.
The size of the part that can be milled is reduced because what can be mounted is constrained by the dimensions of the slides. Likewise cut lengths are limited by how far the slides can travel – not far.
Holding the work firmly enough in the limited space can be a challenge. And if the tool is held by a chuck it tends to unscrew into the work – not good.
With all that sorted, I found milling on a lathe needed extra skill and patience because the set-up isn't particularly stiff. I was only successful when taking very light cuts. I would probably have done better with more practice.
In conclusion, milling with a vertical slide on a small lathe was hard going for this beginner. Although useful up to a point, the limitations confirmed that – for me – a real mill was needed. As always much depends on who you are and what you're doing. Many people do great work with vertical slides.
Dave