Newbie looking at 6040 (China CNC) for polypropylene 15mm sheet

[JOGARA]

What type of spindle/collet?

If it's ER, then it sounds like you're not tightening it enough. ER collets have to be tight or bits will pull out. There are torque settings for standard ER collet nuts, but typically it's as tight as you can get it with your hands and standard sized spanners, however that's assuming things are well anchored. On a freely spinning spindle, gauging tightness can be a bit tricky.

It is the standard Chinese 2.2Kw one you can grab off ebay for a couple hundred.
ER20.
Ill try it a lot tighter then.

Is there anything I can do to the bit or the ER24 collect light rough it up a bit to get some more grip out of it?

It's possible to buy replacement ball-bearing collet closer nuts for ER spindles. Arc Euro stock them, as an example. I use these on a couple of different ER collet spindles in my workshop, including the ER20 spindle on my CNC router, and they make tightening the collet much easier.

Ill take a look, thanks!