Dfox, I have macros for probing X, Y and Z which are implemented on my Mill controller. I use a dedicated setter for height, a spring-loaded button that the tool touches. For X and Y I have an isolated tip probe of known diameter (~10mm) so it can pick up the edges of a metal workpiece. You enter the probe diameter in the "Edge Finder Diameter" DRO in the offsets screen. Happy to let you have copies of these (they are mainly based on ones off the Mach3 support forum anyway).

Probing edges with a tool as shown in that video only works if you can isolate the work, since the tool is inevitably grounded through the machine. I am working on a probing system that detects contact between a tool and the work where both are grounded, at the moment on my lathe, but later I'd like to retrofit to the mill.