Like my snazzy new avatar? Get Sons of Zymurgy swag, here, and brew with the best.
Revvy's one of the cool reverends. He has a Harley and a t-shirt that says on the back "If you can read this, the bitch was Raptured. - Madman
I gotta tell ya, just between us girls, that Revvy is HOT. Very tall, gorgeous grey hair and a terrific smile. He's very good looking in person, with a charismatic personality... he drives like a ****ing maniac! - YooperBrew
Other option is to grind a flat spot in the bolt right where you cut the head off to give your chuck a place to grab. - I used a Dremel for mine and did it in a few minutes. Only issue is that I sometimes have a REALLY hard time getting the bolt back out of the mill if I want to put the handle back on.
To aid in getting the bolt out of the mill use a nut on the bolt. Put the nut on the bolt then screw the bolt into the mill. When the bolt is in the mill screw the nut down to the mill. The nut will prevent the bolt from getting farther into the mill thus preventing it from getting stuck.