Hi,
I am just starting -- doing a batch of four. Did my first one and then doing the next three as a batch so I can share some struggles.
The first thing to note is if you are using the regular mechanisms make sure you end up with enough length in the completed mill to hold the mechanism properly.
Next thing I noticed is that the drilling (for me anyways) always starts on center and usually ends up off center. So you'll want to do some of the drilling up front after things are roughed out. This off-center bit will affect how the two pieces fit together and line up so you'll need to be aware of that as you go so that the 1/4" hole on either end of the top end up at center on both ends. Also the 1-1/16" hole on either end of the base.
I don't know how many more of these I'm going to do -- I don't enjoy all the drilling and trying to line up stuff and keep it centered.
Caleb