Round column mill for head work

Yeah the Z issue is real. best solution I've seen (low buck) is to mount a laser pointer on the head pointing to the side. Put a mark on the wall where it hits. Every time you adjust Z, rotate the head until the dot lines up on the wall. The greater the distance, the more accurate it is.
That's a neat trick with the laser that would come in handy in other applications too. Noted for future use...