My approach to this problem was to use 20mm rails, and 20mm Ecocast plate. This gave enough depth of material to be able to pocket the plates for clearance around the nut holder. The important point here is that the pocketing is for clearance and is not super-critical in terms of dimension. This means that you can use a woodworking router to do the job. I actually used my vertical mill, but if you search the forum for (from memory) Joeharris's posts he talks about how he used a conventional handheld router successfully to machine aluminium. Might be worth a look and a few back-of-emvelope sketches. I know that I spent a long time on the details in this area; apart from anything else you have to be able to assemble the Z axis and I ended up doing things like drilling access holes in the moving plate to be able to get to a few allen bolts going into the fixed plate. All good fun!