I am building two of these units as the work involved doesn't change much from a single unit to building a spare.
Yesterday I bored open the bearing hole on my mill to 38 mm, drilled and tapped the bolts to take M8 bolts at either end (note to self: do not use high tensile bolts when performing machining operations on them) and finally one can see this thing taking shape.
To follow are bearing retaining plates and stepper motor mounts. I might use MDF to save on time here as the forces are very low. When painted MDF holds up surprisingly well and with some CA glue even threads can be used reliably.
The first winder I'll simply clamp to my Z-slide for the linear motion. For the second unit I am thinking of MDF and drawer slides. I have a plan to make a trapezoidal thread nut out of acetal that should have very low backlash (ball screws are used on the Z-slide). I have a steel nut and 10mm trapezoidal thread to use in the interim, but Screwman's trapezoidal thread nuts are costly and not centered well.
On to the pics:
This is the bearing plate after I opened up the hole from 25mm to 38mm:

Here I am putting a tap through the face of the bolt (faced off to mount a pulley):

This is the look from the front. A stainless M20 half nut retains the bolt and provides a shoulder for the bobbin:

This is the end where the stepper will drive the spindle with a toothed belt. Stepper mounting and bearing retainer plates are to follow:

This is the view from the side:
