Sure.
The tool is called a 'slitting saw'. it is very simple and if you have an appropriate blade, you can make an arbor(holder) for it on a simple manual lathe with some steel, a bolt, and a washer...
i found a pic via google to save myself some trouble... if you cannot find the tool, again, let me know, and i will dig it out and do my best to determine the manufacturer..
mine has many small teeth, and is about 3" diameter. the arbor is probably 1/2 inch steel rod. it has been usefull for many random operations on the mill...
i never used the tool on a cnc machine, but i have an idea how you can do it easily...
1) make the mold with enough clearance for the blade in both cutting operations. form your parts so that they have a signifigant flat space to mount to a jig.
2) create a jig at the required angle, and cut the parts so that they are still held down by the material that is to be cut on a perpindicular plane.
3) remove jib, load part, make perpindicular cut...
again though, i could see lining these suckers up and using the machines manual control.. how many do you have to make? really the advantage of using a drill press is that the table can be set at an angle.. this has proven itself to me in the past, when i have spent lots of time making special holders for parts, then had a more experienced fabricator show me the slitting saw blade trick. i felt like a fool who cannot see past my possession of more complex equipment! one good reason to do this on a CNC mill is to learn some other ways of using the mill besides routing and engraving..
<img src="http://www.taigtools.com/Images/1110LA.JPG">
<img src="http://plsntcov.8m.com/Mona/Burner_005.JPG">
to finish your edge, a not so coarse sandpaper double-taped to the workbench works well.. then follow that with a finer grit if needed for part specs. when doing small runs of any molded object, i get very crafty to have good results without making jigs and fixtures.