A thing I use a lot (in conjunction with the milling vice in particular) is one or two sets of steel parallel bars.
The ones I use most frequently are a pair of thin ones which go across the vice so that work is gripped by the top lip of the jaws only and another thicker set which support those bars off the milling table just clear of the central 'spine' of the milling chuck.
Used together in this way enables me to quickly and accurately set work parallel to the table and also to machine down quite close to the edge of the work for things like eccentric strap ends. The second pair of parallels can be replaced by screw jacks or pairs of roller bearings to set the 'cross bars' at different heights but my standard two pairs of parallels get used very frequently, especially to restore settings if work stats to slip in the vice as you machine it. That always seems to happen when you only have a narrow edge to grip upon and of necessity have the cutter very close to the vice – top!
Another is a can of WD40 for machining aluminium but you might already have that for the lathe.
I suggest a pair of decent safety specs if, like me, you want to look carefully when machining into tight corners – tiny milling chips seem to get to places that lathe swarf misses.