machineing radius edges

[Nick952]

I'm with M_c (post #19) on this.

Clamp the bar in a V-Block held in the vice and mill each corner off the square one edge at a time (fliping/inexing the bar over in the V-Block for each edge and only mill as far as the step needs to be), to in effect give you the octagonal shape you first thought of, where it goes into the other tube.
Set an end stop for the bar to butt up to and use the end of the cutter not the side.

There's other methods, but this is the quickest (if youve got a big enough V-Block) and easiest with limited equipment.

Nick.