Nice, thats useful to me too as it means i'm getting a grip on speeds & feeds :)

As you have holes in the part, why not add a g-code pause then bung in a couple of screws to keep the part down??

The mess is a tricky one, my machine is all aluminium so it just wipes off, you could try putting a sheet of paper down first then fixing the plate on that, might keep a fair bit off the MDF bed?