When I first got my Sherline mill, I put it in a large tote to help contain the chips that are thrown in all directions.
I screwed the mill base to a piece of laminate covered shelving, which was not very heavy. Vibration of the mill has always been a problem; axis locks are likely to vibrate loose.
The sloping front panel is a piece of Lexan (polycarbonate) that lifts away while I am making setups.
You can see here a narrow Lexan “shelf” that keeps chips from escaping through the two hand access ports.