Thanks for the advice everyone. I decided to have a go at something a little easier to begin with.
First, here's the plug. I notice it does say "shavers only" but presumably very few people take their milling machines on holiday...
PLEASE NOTE THE WARNING ABOUT NOT USING THIS TYPE OF PLUG ADAPTER LATER IN THIS THREAD, IT IS POTENTIALLY LETHAL.
Next: I thought I'd mill out the slot needed to accomodate the bearings for a compensated chassis (7mm GWR Great Bear, just happened to have one lying around...).
The etches are reasonably thin nickel silver and easy to clamp down. There's a nice dotted line to follow too.
Lessons learnt?
Well; I like the little hand-wheels as I was rather tentative to start with and unsure of which direction everything was moving in when I turned them, helping to make slightly fewer mistakes.
I wasn't sure whether the metal was vibrating a bit and ought to have been clamped down onto the workplate as Ozzy suggested.
Things became easier as I gained confidence although you really do have to take care not to be distracted.
The 3mm cutter might have been better than the 2mm one for this job.
Nothing shattered or went ping (this time) and I wore my eye-protectors. However I do need to get a new pair of glasses for close-up work as I can't wear my magnifiers under the protectors.
I was reasonably pleased with the result, I always want to be able to do everything perfectly first time but judging from my violin playing, lots more practice will be needed.
It's much more fun than filing!
I'll get the book.
Cheers
Simon