wheel Roller - First Attempt - Failed

I spent the afternoon in the shop after I decided to tap the centre hole of the fixture M4. The fixture was completed quickly and I moved on to work on the M4 screw to fit the task.

Being off the CNC mill for so long, I was a little wary. Went through the BobCad simulator several times before committing to the job. The GCode was transfered to the workshop PC, which is still running Windows XP.   After painfully setting up the work and checked through several times again, I hit cycle start... Midway through the program, I saw something that shouldn't happen, the wheel was turning in the fixture! I did what I shouldn't do, using my fingers to hold the wheel from turning...

Anyway, the wheel came out bad. I'll have to re look at workholding before continuing with this job.

Pics time...

Enlarging the hole using drill size 3.3mm.

Using the rotating centre to align the tap, the M4 hole was formed without any adventure.

Turning the head of an M4 cap screw down to 6.5mm.

Shortening of the thread.

Setting up in the vise.

Took this out and after putting it in the spindle, I realized that I don't know how to use it correctly... Lol. Will explore in the future.

This is what I did to centre the workpiece to the spindle. While doing this, I was wishing for handwheels on my mill... Still not too used to the pendant.

After checking and checking and checking, I hit cycle start... Shortly after this pix was taken, I saw the workpiece turning in the fixture!

I let the mill finished its job, using my index finger to hold on to the wheel.

After cleaning up. Bad bad result!

My collection of small end mills. All from Mike of SG Tooling. Great guy he is. Realized that I've more ball mills than flat ones... Lol.

I was shown this Instagram pix. That guy is from Thailand. He machines the wheels himself for his team.

I was studying the few pics of the Thai hobbyist milling the wheels.  I suspect the use of superglue. No screw to hold the wheels in place for machining. Another possibility is the pressing of the wheel blanks into the plastic sheet with the hole slightly smaller than the wheel diameter.  But will that provide enough hold to withstand cutting force? I'm already milling at 0.25mm DOC per pass, feeding at 200mm/min. Very very light cut...

Anyone has suggestion(s) of how I should be doing this?  Appreciate any help.