Update: my F drill and all the other # and ltr drills arrived in the mail from Amazon so I drilled and successfully tapped 2 holes into the crossslide and also drilled thru the mill attachment. Everything is working fine now, with no more rotation with heavy cuts. However, I discovered that still, lighter cuts need to be taken because heavy cuts set up a harmonic vibration. Seems odd, but I've come to the conclusion that a lathe is not a standin for a mill.
I would highly recommend the type of attachment I made, however. If you start to add other things like vertical screw, that would be good for function but it would likely add to something that could vibrate around.
My attachment's center of gravity is low. It is beefy and it is probably just the right thing I needed.
I likely will make one more attachment in the future which will be even more simple, that being a flat T-slotted plate. You can't get more simple than that and that would put center mass even lower.
Also, in future I'd like to do two things: make myself some sort of t-slot to replace the compound rest and secondly, to get a real mill, perhaps a Grizzly mini or a big Bridgport on sale.
Anyway, there are dozens of different mill designs out there to attach to lathes, but I'm happy to report that the one I made seems to be the only one of its type, offering flexibility of using the vise or of using the threaded holes in the back plate. The only improvement that I would have made would have been to replace the threaded holes in the back plate with T-slots. However, a substantial mill with t-slot bit would have been required for that.
Dave