The original mini milling machine was really a nice project.  There was at one point another version, but I get a 404 at the time of writing this. 

So, I tried the original out, but had similar questions as others like how does the c clip attach to the screw.  I decided to remix and make some changes. 

I altered the screw so there is a dedicated spot for the c clip at the knob end of the screw.  I also did the same for the screw that moves the slide vertically and this required a separate part.  I altered the block screw part and made it a through hole object, so you insert it from inside the base and then the screw goes into it and the block screw holds the screw in place along with the c clip. 

If you spend time fitting the parts where they have surfaces that slide against each other you shouldn't need to use oil for a lubricant.  The screws threads also need some attention to work smoothly. Metal files and sandpaper are essential to a well fitting working machine. 

I printed with PETG.  Sorry for the ugly filament colors.   I use the M3D Quad which mixes CMYK color filament and I wasn't concerned about the colors when I was printing this and in the end it is easy to see the different parts.