Building a CNC machine with a regular lathe and mill may not be hobbyist level easy, but it's certainly doable by someone as rich in machining tradition as Russia.
Amusingly, the incident would also dispell the (western) myth that it takes very advanced machining technology to build a nuclear bomb. You can't have it both ways.
I suspect the real incident was the software to mill those propellers, but that wasn't on the list of illegal goods. It's one thing to have a fancy but dumb CNC machine, another to come up with a silent prop design.