Best practice for holes:
- cut them undersize to begin with, leaving a roughing clearance and making a full-depth finishing pass
- if you need a tight fit, measure (or use a go-no go gauge) and adjust the CAM, but take into consideration @Tod1d 's observation on min. move dimension being 1/40th of a mm — that said, the machine will be interpolating/moving on a diagonal for much of this motion, so it’s not like it’s really holding at grid points
One option is to leave the holes undersized and finish w/ a hand-drill or drill press — I did that on the miniature worksurface I made recently.
EDIT: also, if you haven’t calibrated on a belt-drive machine, doing so will ensure holes are round: