Aluminum is very sticky and melts at a low temperature. On smaller end mills the aluminum welds itself to the endmill and then it will break off. I always just put a parrallell of the proper hight into my mill vise so that I can lay the bolt horizontally to the vise and the top 1/3 of the bolt is sticking out of the top of the vise. I then just run a facemill down the length of the bolt taking the threads off on one side so that a cross section of the stud now looks similer to a "D". Very quick and clean and no broken end mills. Takes about 30 seconds to load a stud and plane it off and start another.
It saves a lot of time when making parts to make a lot of them when you are set up for that operation. I usually do about 75 studs at atime which is about a years worth. I usually make around a 100 ferrules at a time, and I cut my standard size phenolic deco-rings 50 or 100 at a time. A lot less wastage of material and cues or shafts can be assembled a lot faster.
Dick