First you need to define the geometry, as a bat is not just a simple cylinder. The geometry could be defined in 2D. From there, you could manually write the Gcode (making sure that the syntax etc.) is correct for your machine control.
You could take a bat and "reverse engineer" it by dividing the length into a number of segments, and measuring the diameter at each segment. The drawing would then be scaled to suite.
Do you have any experience with CNC turning? Machining?