As others have said, use a high speed and try to stick to a free machining grade like 6061 / T6 (IIRC). I use a airbrush compressor with a small reservoir and a small jet pointed at the cutter. Use standard airbrush hose, about a 1mm hole in the jet which is mounted on a bit of lokline from the mill head so it can be directed at the work. I don't use coolant.