Like this stuff: Synthetic Opal - Black Opal, White Opal, Crystal Opal and Fire Opal ? It says it's 4-5 on the Mohs scale, so that's pretty hard. If you really want to cut it with a mill instead of using a lapidary process, I'd suggest trying a PCD endmill and lots of coolant. Make sure your mill's sliding parts are protected from the abrasive slurry it will generate in cutting.