Yes — my first project was in aluminum on my belt-drive (6mm all around, including Z-axis) serial #0006:
and see:
There are some videos on this at:
Notable considerations:
cut a suitable alloy (6061 is probably the most easily machined)
single flute tooling
ZRN or other suitable coating (our #282, #274, and #278 meet both points)
ramp in if possible (this is a Pro feature)
possibly toggling Climb vs. Conventional would help — if nothing else, avoid drilling and slotting
adaptive/trochoidal toolpaths, if offered by your CAM solution verge on being magical
Yes, air-blast will help, but many folks just use a vacuum (I add a second cyclone and capture the chips to keep them out of my main cyclone filled w/ wood chips or change the bag first).
A drip coolant system is another thing to consider: