That's a down side of working aluminum. Deeper cuts help, I also hold a brush next to the tool to help break the chip. Sometimes using pliers to remove the chips is the best option. Aluminum specific inserts and tool grinds can help as well.
My lathe came with a leadscrew cover like that. I like it and have never had a problem with it.
My lathe came with a leadscrew cover like that. I like it and have never had a problem with it.