Flatgrinder, when you look for a milling vise make sure it has a description associated with it like "Kurt-style", accu-lock, or something of that sort. if you can afford the $70-120, those are the best kind.
The important difference between milling and drilling vises is that a milling vise has a feature designed in so that when you tighten it down there is a force applied in a downward angle. This prevents the problem associated with drilling vises, which is that the side of the workpiece closest to the movable jaw kicks up a tiny bit because the jaw rises a tiny bit as pressure is applied, too. This results in your slots being ever-so-slightly out of perpendicularity.
If you ever want helpful contact with someone who can help you a lot in deciding what accessories to get for your mini-mill, contact Chris at LittleMachineShop.com. They have a good line of quality imports and he is very helpful.
When you buy your vise, buy a set of parallels at the same time.
For a very small but excellent vise, try Sherline. It is the nicest miniature vise I own and fine for guards. It is not a Kurt-style because they don't make hat style small enough for my Taig, but they have that downward-angle thang working pretty good. I went through four small vises before I found the Sherline.