The simplest project is to adapt a machinist angle plate to fit the cross slide round "dovetail" and then make a round dovetail on the face of the angle plate to mount the compound slide there. Fixtures are then mounted to the compound slide and the compound slide provides the z axis. I had made drawings for a friend years ago, I will look for them.
I have a milling attachment and more than one full size milling machine. The milling attachment is handy. It is a great fixture for mounting accessories on the lathe like a mica undercutter, internal grinder etc.
They go for high prices since like taper attachments most lathes were sold without
them, and those that did have them lost them. Its all about supply and demand. It doesn't matter the tool -- milling machine, lathe, grinder or sewing machine, vintage attachments almost always go more dearly than the machine itself. I helped someone close out an estate years ago of an old engine machinist. When I got to the shop I stopped at two metal barrels filled with material. They told me "no, we've already sorted that stuff and it is trash, back here is the stuff we need help identifying". I told them no, I would start with the barrels. The stuff I pulled out of that barrel brought over a grand on Ebay.
I found my ,milling attachment when a neighbor who was a jeweler brought a polishing head by and wanted me to make a stand for it. The shaft for the buffing wheels was mounted in a 6 inch Atlas milling attachment that was bolted to a 1/2 2 foot
by 2 foot aluminum plate with a motor mounted to the back. The milling attachment was used to adjust belt tightness. I told him I would make up a much better set up in exchange for the aluminum plate and milling attachment. I made an adapter to mount the 6 inch milling attachment on my ten inch lathe, but shortly afterward traded it on this forum to a guy that had a ten inch milling attachment and a 6 inch lathe.