Another way you can use your cnc to make a pcb is to attach a etch-resistant pen in place of the milling head. Basically, use it as a plotter and draw the pattern on the FR4, then etch the board chemically.
I have an 80's vintage HP 7220c flatbed plotter and I've had very good results with this method. The only drawback being minimum trace width is somewhat large at about 0.015 in. (0.38mm) Of course, width of the pen tip determines the trace width, so you could probably get even thinner traces if you use the right pen.