The 3/4" angle iron for the X and Y axes came in on Friday, so I went and picked it up. I was planning on drilling it all yesterday (Saturday), but wound up working on other people's projects all day. So today, I drilled.
I drilled my holes with a 3/16" Rigid brand "Metal" drill from Home Depot. I have no idea what it's made of or coated with, but it worked well. I spritzed it with WD-40 before drilling each hole to provide some lubrication, and that is what you see burning off and producing smoke in the first picture. I backed the angle with a scrap of wood from building the table to ensure that once the bit went through it would not hit the vise. All the drilling was done on my small CNC Mill. I just set it to low speed and ran it at about 1/3 speed and it worked wonderfully.
I marked all six sticks of angle iron the same, but happily realized my mistake before drilling the last two pieces. They will be used on the X-axis, and will be shorter than, and have a different hole pattern than, the four used on the Y axis.
After all the drilling, I realized that I didn't have any bolts short enough to mount the rails to the machine's bed. So off to Home Depot I went again. Once there, I discovered that they did not have any bolts short enough either. I eventually found one sad little bag of 1/4"-20 1/2" long slot-head machine screws. They worked perfectly, but sadly there were only 10 of them in the whole store, and I will need about 80. So, I spoke with the folks at the service desk about getting more, only to be informed that the earliest they would be available would be January. I bought the 10 they had, just so I could make sure that the rails were properly drilled. I will be looking around online to order a box of the needed screws.