This may not be Kosher with the Lego purists out there, but I milled up a Lego brick with studs on both surfaces. Basically, it has two male ends instead of the traditional one male, one female.
Side note, I used old floorboards as the stock material (maple I think). This may be the perfect material for small desktop CNCs. Flat, milled hard wood that is essentially free. Just watch out for nails.