Offhand, this seems like a job for a laser cutter more than a milling machine. (But hey, if that's what you've got...) Depending on the cutter, largely its minimum kerf size, a single-pass may produce an entirely acceptable result.

An alternative to direct hole cutting would be to use the laser to ablate an etching mask medium then etch the actual holes into the cut surface, which might produce a better end result. Anyone given this approach a try for high-detail work?