A while back I posted some questions on the subject. In general the responses to my and prior questions were not too good - neither was my early experience.
The 6xxx aluminum is nearly impossible to slot, as it is soft & gummy etc. However I continued the search for the right alloy, as I have seen it done in Russia.
And finally here's the answer: use 7xxx (aircraft alloys) - these slot just fine, down to 1/16" end-mills in 1/8" plates. Done it myself, on HF mini-mill with great results.
Some links (no affiliation): world's greated hobbyist store: mcmaster.com . Excellent source for miniature carbide end-mills: