I've noticed that some of the good high end drill chuck manufacturers offer some models with diamond plated chuck jaws. Albrecht for one, and it's mentioned there meant for getting a better grip on solid carbide drill shanks. My guess is the hardness and very smooth shanks on a solid carbide endmill don't offer as much grip in an R8 collet so that could be one possible reason you were seeing that movement problem Russ. But I can't say for sure that's what it was.
I started out with my BP clone by using the spindle to set Z height for short moves. Once I saw a few mentions about using the knee with the quill retracted it made a lot of sense. That quill pretty much only gets used while drilling and boring now. It does make a very noticable difference in rigidity to keep the cutting tool as close to the bearings as you can. One of the online MIT shop videos meant as part of an instructional series for students before there allowed on the machine shows milling with the quill almost fully extended. There's quite a few small but I thought important errors in methods shown in that series by that instructor.
Endmill holders
Discussion on all milling machines vertical & horizontal, including but not limited to Bridgeports, Hardinge, South Bend, Clausing, Van Norman, including imports.
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