Update:

Can't really fault the rotating ballnut mounts. They're rigid and get a plenty high enough feedrate from quite small motors. The oil does keep flying out of the ballnuts, as predicted, so I occasionally put more in and they seem fine.
I should have incorporated dust covers as swarf does land in them. I did cut some aluminium covers on the router to protect the angular contact bearings:

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More recently I have made two more mounts, this time for 20mm or 16mm screws and with polycarbonate covers, HTD pulleys, and just generally neater as I made them on the router which gets a better finish than the milling machine:

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