When I do parts on the mill I have "flood" cooling directed at my carbide cutters and speeds & feeds are controlled... If you were working on a manual mill you would need to go slow and take light cuts. But be aware that too light of a cut will burnish and harden the material without cutting.
With that said... If I were to do an extension and bolt head there would be no earthly reason to have to machine the parts afterwards. There may be some finishing to do on the bolt head. But that would be done with a (GOOD) file and or emery cloth/sand paper. I have a bolt head started... I'll take a picture or 2 of it before and after I finish it.