Well, after ordering them on the 13th of this month, the Ballscrews arrived today from China. Here's a shot of the longest one sitting on my mill table. They may not be the best in the world, but for me they will do just nicely. If needs be they can be upgraded at a later point if the need arises, but I think they will do just fine for my home use.

I also have got most of the ali' that I need for the stepper mounts, and I also have the bearings, pulleys and couplings that I need ( I think

)
Here's a shot of the ballscrew with the Ballnut removed and all the (48) ballbearings and the white plastic "wiper" for keeping debris out of the ballnut. The little orange recessed bits on the ballnut are re-circulation passages for the ballbearings to run through.

I have seen that other folks have used a homemade split collet to protect the ballscrew while machining the ends, but as I have an ER32 collet setup on my lathe that I have used to clamp (relatively) soft brass without causing damage any to it, I decided to use it to hold the ballscrew in the lathe, and it worked ok.

These ballscrews are hardened, but only on the outside, so I used carbide tooling. It worked really well, much easier than I was expecting, I was able to take 0.2mm cuts even on the hardened sections. So I turned down the end to 10mm diameter for a length of about 10mm ish (thats a metric "ish" by the way).
Then I extended the ballscre out a bit more until I had about 40mm sticking out of the chuck in total. I then turned down the rest to 11.95mm-11.98mm. This is to fit a 12mm id bearing. Once I got a nice close sliding fit I marked off the 10mm or so that was left between the bearing and the 10mm section and set about threading it M12.

The end result is here:-

Now the less-than-completely-blind of you may well have noticed that the thread does not appear to be that clean. I would like to say that it is completely an anomaly caused by the phases of the 3rd moon of jupiter, but I cant. I made the mistake of using a threading tool that had 0 degrees top relief. This kinda shredded its way through the thread. I only realised this about half-way to depth, and so after I realised it I carefully removed the toolbit from the QC holder and ground some top relief on it and replaced it. Threading went much better after this. Anyway, even though it looks kinda rough, it will be ok for this.
But before I cut the thread to full depth I hunted high and low through the workshop to try and find even one M12 nut, but I didnt have anything M12. So I dug a little 20mm round steel bar out of the "scrap" pile and set about drilling and tapping it M12. Handily it had a central hole already there.
I then clamped my 3jaw onto the mill table to hold and drill the steel "nut".

Once this was done I was able to cut the thread to full depth, testing with my "nut" to make sure it fit ok. (having a M12 die would have been really helpful)
Here's a shot of the completed machined-end with double row angular contact bearing, small space for locknuts, and then the oldham coupling in place.

The one thing I was kinda dreading was haveing to repack the ballnut with the 48 ballbearings, so much so I had been contemplating turning the ballscrews without removing the ballnuts, but that would not have been a safe thing for me to do. However, it turned out to be a fairly simple process with these ballnuts. In fact the easiest way seemed to be to just start the ballscrew in the empty ballnut ( they have a plastic wiper on each end that are threaded to match the ballscrew) and just pop in about a third of the balls and "jiggle" the screw and nut while gently turning the screw into the nut a couple of rotations, then add another third of the ballbearings, jiggle and then repeat for the last third. They all went in and the screw turns without any binding or feelable backlash.
So, that is the Y-axis ballscrew machined on one end ( I dont think I need to machine the other end ), next up will be the long X-axis ballscrew which will get an identical end machined on it, and then the Z ballscrew which will be a little simpler.
Tim