I guess what I meant by that is the End Mill or Bit is conductive and is part of the circuit, so one of the alligator clips goes on it or the collet. The part that lays on the working surface, assuming it’s wood for example, also needs to be conductive and flat. The other clip goes there. It doesn’t matter which clip goes where as it only completes a circuit. I took a piece of plan solid PCB and machined a part that looks something like a keyhole. The circular part is where the Bit (aka conductive probe) makes contact. On the part of the keyhole that sticks out, I bent a short piece of solid copper wire to a 90 deg angle and soldered it onto the PCB for a nice place to clip on.
I can send a picture if interested. Does that help?