For the most part we mainly engrave magnesium, which is relatively soft, so pass depths with end mills for roughing and d-bit/conical cutters for finishing is 2mm
For brass engraving I use the same end mills,but differently angled d-bit/conical cutters, with pass depths of 1mm
Because of the construction of the machine we steer clear of using any coolants as it will just splash all over the place, although coolant can be used if ever needed.
I grind my own d-bit/ conical cutters and just buy the end mill cutters as they rather cheap and last about 1 month per cutter.
Attached some pics of d-bit, conical and end mill cutters in case my terminology is different.
For the vacuum table that's made out of aluminum we used coolant, was a rather messy process, and decided right then and there that coolant will never be used again

I'm yet to cut anything in steel as I doubt the machine will be rigid enough, especially since the vacuum table base is only 20mm thick and one can feel a slight vibration on it when running lower rpm spindle speeds in the region of 8000 rpm.
In the future I would love to change the vacuum table into 30mm granite vacuum table as this will ensure less vibration and a slightly more accurate finish as well as hopefully keep the machine within 5 microns.