This is so important. Keep those collets tight and I have an old large Craftsman router I've used, my son-in-laws used and for some reason they do slip no matter how tight you seem to have it and you do not know when it will slip.
An old machinist told me to dip the bit in mineral oil and Crisco mix and that will aid in cutting. One more thing that I found helped is to use a little vaseline in the jig where the not cutting part of the milling bit rides as it will help keeping it from heating up and make things mill smoother.