I have to agree. As the OP already has a mill/engraver, the pure mechanical approach makes more sense.
Increases the tool costs, but gets rid of the hassle with chemicals.
I re-read the OP.
Only the edge cuts are milled. Only the holes are drilled. The board is etched.
This depends on the footprints used. LQFPs ?
As noted by @jmk, I only mill the edge cuts/slots and drill the holes, but etch the copper. Indeed it is to support some pretty tiny packages (I’m currently working with SON / LQFP, 0406 caps/resistors). Soldering can be tricky, but careful application of solder paste most often avoids any issues with bridging despite the lack of a solder mask. I’ve yet to have a prototype fail to work, except where the top/bottom registration lets me down because I didn’t apply enough optimism in the ironing stage!
I did originally buy the milling machine with a view to milling entire PCBs, however noise, speed, dust and suboptimal results put me off this after my first runs. I’ll underline - it’s a cheap Chinese A4 milling machine.
Using an engraving bit, I can cut channels between tracks, but can’t remove the copper in a cost-effective manner. Using a milling bit I could remove the copper, but I can’t achieve the resolutions I need. Tool-changing is a pain and prone to mistakes, so the less of that needed the better. And finally, I could never seem to get the spindle speed optimal to achieve clean cuts in the copper - or I’d start with clean cuts and then halfway through a PCB as the engraver edge dulled, I’d get ragged edges on the copper.
I came to the conclusion my spindle speed was too slow or my feed rate was too high. I certainly never even attempted SOIC - just through-hole boards. When I discovered toner-transfer and gave that a go - even before I got a bubble etching tank - I realised the quality of the result was a massive improvement, and opened up the possibility to use even the smallest packages. The milling machine then became primarily a drilling machine, and I’ll not look back unless - possibly - I obtain a fancy PCB mill in the future… However I have also had experience with a fancy PCB mill from my time teaching/researching at the University and while the results were clean, it was slow, expensive to run and very finnicky to set up correctly (and still couldn’t handle LQFP resolutions).
This is an example of the boards I’m currently working on. In fact, that one is 35 mm diameter, and I need to get down to 30 mm, as the project specification overlooked an important detail! Sorry - the lighting is pretty poor on that one. Anyway - there is not a hope in hell I’d get my milling machine to achieve that quality!
Edit - Addendum: Etching is very little work really - clean the PCB with a bit of fine steel wool, wipe with acetone, iron between two printouts, throw in the etching tank. It all takes about 30 minutes tops with at least half of that waiting for etching to happen. Milling would take hours for one of these detailed PCBs. In fact - the hard work is, as @3Dogs pointed out, soldering wires in all the vias!
I’ve just run into my biggest problem using KiCad for my workflow - the gerbers don’t include holes in pads. So I need an alternative method of defining my registration holes.
Best approach I can work out is to create my corner locator footprints as unfilled circles on the copper layers, and arrange them to have a 0.5 mm aperture. This makes its way through to the gerber plot. Then I have to place tiny through-hole pads in the centre so that there won’t be enough toner deposited, but it still gives me a circle in the DXF plots I can use to position the drill hole.
Did you check Fiducials?
You might even define your own.
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I did not - Working in holography, I encountered fiducials as wires and crosses, so made the assumption that fiducials would take that form in KiCad too!
I guess I’ve effectively defined my own fiducial - but I’ll need to look at KiCad’s fiducials to see if they have properties that are better than my own. Thanks : )
So - Fiducials are a copper circle on the PCB. What I require is a copper ring, as I manually drill out the centre to provide my registration holes. With a ring, it’s a bit like having a centre-punched location - much easier to be sure I drill it centrally.
The position of the registration holes is drilled into the milling bed (a sheet of HDPE), and pegs positioned in that, then the PCB pushed onto the pegs.
Make a single THT pad footprint. Pick your pad diameter. Pick your hole diameter. Super easy. Been there, done that. 
I am getting lost in the text here. Apparently there is some wish to handle holes differently (In DXF output?) but it’s also stated holes are exported.
Did you use the Drill Marks during the export? This can be set to either None / Small / Actual Size** and it also exports the circles to DXF.
But overall I think it’s time to revise your whole workflow from getting to PCB artwork to a milled PCB. CopperCAM is already mentioned. Flatcam is an open source alternative, but it’s user interface is quite abysmal, but there are other options too.
@jmk I’m printing from Gerber, and the Gerbers don’t have pad holes exported. Perhaps there is a better way to print from KiCad.
These are the Gerbers for one side of my board. As you can see, no holes on any of the pads, except for my custom “fiducials” in the corners. I don’t believe there’s an option to export pads with through holes into the Gerber?
@paulvdh There’s no wish to handle anything differently as such - but some feature requests could arise from the discussion here. I’m more inviting input on my workflow with KiCad to see if anyone has any suggestions that would make life easier.
CopperCAM could be useful for interpreting the drill files and generating the cutout toolpath - but I need to find some time to investigate that. As for overhauling my whole workflow - I’ve arrived at my current workflow with the help of about 20 years of experimentation. It’s pretty spot-on, but just needing some small adjustments to get the most out of KiCad.
I’m not aiming to get a production line going here - just streamlining the prototyping phase. When I’m happy with my boards, it’s absolutely PCB Fab time. Life’s too short to make PCBs this way : )
Edit - just finished milling the above board (second attempt - 0.6 mm diameter vias was pushing my luck - had to go up to 0.8):
If you look around this forum for my posts you might see something useful about Bits, Feeds and Speeds… and links to my YouTube Video’s on PCB Milling, including CopperCAM (can use it FREE for limited use…)
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I’ll definitely have a look. On a tight schedule with the current project, so not delved into CopperCAM yet, aside from some cursory clicks and an error message!
I very much doubt my little milling machine is up to the task of tiny PCB manufacture though… but some way to generate the drill codes and outline milling without going through my convoluted approach would be fantastic.
My YouTube page shows a very low-cost Milling machine (about $100) that I tested many times and thus recommended to others… there are other similar machines so, most likely You CAN get the job done with your machine.
Milling everything would certainly get around the registration problem: first registering the two print outs, and then registering the whole PCB to the milling machine. Not to mention inconsistencies in dimensional stability, what with the laser printer using PID controlled scanning and paper feed! So it’s a very attractive option if it can achieve the resolution and clean edges I need.
I’ll check out your vids and see what you’ve achieved. After all, my scepticism comes from failures about 15 years back when I first tried using the milling machine for PCBs - Although it was reinforced as I watched technicians at the university try to get their £40k machine to do the job nicely!
A couple dollars for professional quality PCBs from JLC.com is too much?
I think the chemicals will cost you more.
Stop, rethink.
Don’t waste your time with junk PCBs.
Ask me how I know.
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Time is the issue:
I can churn out a prototype within a few hours. If it doesn’t work, I can churn out another.
Anyway, I’m not here to argue whether home made PCBs are the way to go or not - I’ve seen a few forum threads go a little off the rails with that argument. This thread was intended as an invitation for people to share any tricks - particularly KiCad specific that they might have. So far, it looks like I may have discounted milling as a possibility too early in my experiments, so I’ll be re-investigating that approach : )
I joined a discussion on something similar on another thread. (Kicad-cli: export svg/pdf - no hole in THT pad - #12 by Paul.Blitz), but that was more about images for documentation rather than making PCBs.
Gerbers describe how the PCB is made: there is no hole, because the pcb process wants a solid pad, which then gets drilled and plated: the drilling information comes from the drill files.
So, looks like you may need to invest that time in doing something with those drill files.
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The previous software I was using optionally exported drill holes in the Gerbers. This was quite handy for registration purposes - but I’m aware it’s suboptimal for drilling pads. It was also an all-or-nothing setting. If I could set per-pad, it would have been perfect!
Anyway, now I’m forced to do without drill holes and have instead made specific donut-shaped registration footprints, I’m finding I much prefer the results. If the drill holes are slightly off centre it no longer causes any issues, because there’s no stupidly narrow sections of copper around where the drill hole should be!
Doing something directly with the drill files is the way to go ultimately, but for now (until I get the current project production ready) I’m managing quite well with a few extra steps in my workflow.
Agree.
@PolyVinalDistillate has found a way to use Kicad for his purpose. He asked if anyone could help improve/streamline his method, still using Kicad.
He did not ask for opinions on how a PCB should be made (strictly speaking, this would be “off topic” for this Kicad forum).
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FYI, in case you didn’t see this post - I show a nicely Milled PCB…
Off topic but, of comparitive opinion… I Bake Bread, Croisants and many other goodies. I could avoid the cumbersome-ness of Baking and cleaning-up the mess and Buy them from bakery around the corner but, I like Baking. I have plenty of money and could order PCB’s from JCLPCb but, also like CNC Milling PCB’s.