[nathan_hui]

You won't be able to machine the female slots the way they are in the picture (at least not with conventional subtractive manufacturing). What you could do though is do a pair of slots oriented orthogonal to each other (one provides constraint in the Z axis, the other provides constraint in the Y axis, and the screw/surface provide constraint in the X axis). As for the male bosses, you'd clamp the piece in the vice so that the bosses would be sticking straight up, and mill across the top. Not very nice if you've got a long piece (or you'll want to use a horizontal mill). That tab design is generally reserved for plastics cut on a laser cutter.