Make 'em like the big ones, only smaller.
In order to keep the milling cutter from bending the necked area, I'd laminate the rough blanks between two sheets of aluminum with hot-melt glue or Gorilla Glue, and boil them apart after machining.
Since you're using CNC, you might consider milling in sturdy bridges around the test section, that you can remove with diagonal cutters or something similar after clamping the specimens in the testing machine's jaws.
I.e., something like this:
[tt]
+------------------------------+
| +---------------------+ | (bridge)
| | | |
| ======================= | (test section)
| | | |
| +---------------------+ |
+------------------------------+ (bridge)
[/tt]
Mike Halloran
Pembroke Pines, FL, USA