cut a rectangular window in a thick steel sheet?

I often drill a series of closely spaced holes slightly away from the final desired opening. This reduces the tool forces on the cutter used to clean up the opening. This approach reduces the clamp-down pressure required to hold the thin metal.

Absolutely! I'd "chain drill" it without a second thought, especially if it were a bigger hole.

Usually, for tough stuff, I'll chain drill on the mill, take it off, and chew out the pieces between the holes by plunging or whatever with an old, dead end mill I save for that kind of destruction derby. Or, I'll drill the holes, take the part off the mill, break out some bits and feed a hacksaw blade through it, and cut the piece out by hand before sticking it back on the mill for finishing the cut.
 
As a "no mill/no plasma cutter" guy I would scribe a line and cut it out with a cutoff wheel in a 4 inch angle grinder. The short part of the rectangle would have to be grooved short, broken and filed due to the radius of the wheel if you don't have a cutoff tool for your dremel. But, I do.
 
Have you considered using a Dremel and a very small cutoff wheel to square up the corners have to you drill/mill out the opening?

Should be easy to control and wouldn't take much time. Should get results similar or better than a manual file.
 
As a "no mill/no plasma cutter" guy I would scribe a line and cut it out with a cutoff wheel in a 4 inch angle grinder. The short part of the rectangle would have to be grooved short, broken and filed due to the radius of the wheel if you don't have a cutoff tool for your dremel. But, I do.

my way also----I always keep a very thin cutoff disk in my dremmel type grinder and in my air angle die grinder and it doesn't matter how tough the stainless is--it zips right through it----the more you use the tool for cutting by hand--the better you get---the thinner the blade the quicker and nicer it cuts---if you are handy with them--you can cut the corners perfectly square----clamp your piece down first so you can control the grinder with both hands----Dave
 
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If I use a thin mill, what would be the smallest diameter that would make sense?

I've seen some very thin square end mills out there, like 1/64", but I can't possibly imagine what those are for. Is anything thinner than 1/8" useful for a straight cut like this?
 
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