A starting hole for milling in a surface of a workpiece by a CNC milling machine with a milling cutter mounted to a rotating spindle is created by milling a first hole at a first diameter to a first depth into the workpiece along the axis of the starting hole; and then successively milling a second hole at a second diameter to a second depth into the workpiece along the axis of the starting hole, wherein the second diameter is smaller than the first diameter. One or more additional holes may be successively milled to additional depths at successively smaller diameters.