Hi..
My opinion only here and welcome others but, I rarely use collets in a mill. For drilling, a good quality chuck works fine and for endmills, good quality endmill holders have the advantage of being able to change a tool w/o having to remove the holder. Also collets (depending on the quality of their metal) can get deformed from the pressures of cutting and can get damaged if the bit spins in-place. Endmills are notched and the setscrew in the holder prevents that from ever happening. And finally, collets will lower the mill head way down because they have no height profile and that makes the work area a little more cramped sometimes.
... Just a thought but, do indeed use what is available to you. -And have fun.
Ray