That's what I thought as well, and also why I am not building the device he illustrates on that site...
but on said site he states "Magnesium is somewhat problematic because of its reactivity with water. A spoonful of potassium dichromate added to the bath greatly suppresses the amount of bubbling that takes place. I've also used mineral spirits instead of water when grinding magnesium with very fine sandpapers, but this is less convenient."
Do you think this is a viable solution for the Mg+H2O problem?
Also, when grinding Al on a wheel, the wheel had to be cleaned/ran against a piece of steel in order to keep the Al from "gumming" it up and making it smooth...
I haven't made a ball mill as of yet, so just speculation, and although information on the web is rarely totally accurate, all the anecdotal reports I've seen just say to run the mill for short periods of time, allow to cool, slowly open to let air in to oxidize the metal, and use ceramic spheres...
Would really love some Mg, if possible and in the scope of home chemistry
EDIT -- Was in the middle of replying when Sedit posted, so to be clear, the "That's what I thought..." is referring to Vesp's post... sorry for any confusion.
EDIT AGAIN -- Sedit, not trying to be too nosy, but wally has invaded most of the US, and every one I have visited has had them in the camping section, near portable stoves and propane and camp fuel and the like...