Leave it a bit overlong at the big end end so you can put in a ctr drill hole that won't interfere with the half round hole when you come to form that. Hold by the small end in the 4-jaw as there is no real need to do it between centres and the chuck will provide the drive.

When it comes to that half round hold the rectangular stock in the mill vice with a bit of scrap steel either side so that you don't burst out the side and damage your vice jaws.

For the slots drill them out first then plunge with a milling cutter moving along very small amounts per plungs, you may need to come in from both sides. Finally file then to get the square corners, a needle file that has been ground down to fit the milled slot will have smooth edges so won't make the slot wider, just longer.

 

In 303, I have gone down to 1-72, dont think 0-80, thats pretty tiny!  For stainless I always use the slightly larger drill size the chart shows, 50% vs 75%, and add a drop of oil to the tap. If the tap is getting dull at all it will not cut well in it, and snap if forced.
I've also never tried a form tap in 303, just brass, mainly since I only have one form tap so far! Works well in brass, though I have to remember that it requires a different drill size than a cutting tap.

Not sure I've attempted anything smaller than #4-40 in stainless.  Glad you got it down on the 2nd try, Kim. 

That's looking great, Chris! 

I assume when assembled, the cylinders will pull up tight to the crosshead guides, so there won't be that little gap there?

Kim

Correct. For now there are temporary  screws holding the crosshead guides to the plates, the heads are keeping the cylinder out. I have tapped the screw holes at both the cylinder flange and and also the end plate end to facilitate  this. The last thing to do before final assembly is to drill half of them out to clearance  size. Some at the cylinder end, some at the guide end, depending  on which way the studs can go in. The steam chests are in the way on the upper ones, so those go in from next to the guide tubes. Lots to keep track of!