I've been using slitting saws for 40 years, in a little Sherline mill and a larger RF-31, and have had zero issues with these saws in either mill. I think a benchtop mill can easily use these saws; my Sherline is about 40# soaking wet and it blazes through aluminum, steel, stainless and brass parts with no problems. Same for my RF-31.
I do believe a good arbor is important. Sierra American makes good ones and shop made versions of similar design will also work well.
Slitting saws are intended to cut to full depth all at once. There is no need to sneak up on a cut. They also are meant to produce a chip. It works best to feed manually so that you feel a slight resistance to the feed, thus assuring the saw is cutting continuously.
Lots of lubricant is a good thing. You have two sides clamping down on the blade and lube helps reduce friction and heat.
Always feed conventionally.