If the discussion is limited to the U3, there is room in the casting for a keyway, and plenty of material in the column for a groove. I would cut a groove and fit a key for the full length of the column, making it a tight fit on the key (I'm imagining about 6 mm square). Then cut a keyway in the milling bracket, wide enough to take a tapered gib strip which can be adjusted to take out the slack, or maybe set by a screw so it can be tightened when milling, and released for movement. I don't have a milling head for my U3, so I can't work it out in more detail. Obviously, cutting the long keyway in the column is beyond a Unimat only workshop, but the rest could be done with hand tools and some care.
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I may be able to get my hands on a milling head. I so I'll draw something up and see if I can make it work on paper.