That said the ballscrews and "zero backlash nuts" from homeshopcnc.com can be had for quite a bit under $400.00 or even $1000.00
Need 47 inches of ballscrew (21"x,13"y,13"z) and 3 nuts.
Cost with 3 nuts either $356 or $386 depending on which nut type is used.
Cost with 2 nuts and screw for X and Y is $243 or $263
I realize the ends have to be turned but if you own a lathe that may be doable (I own a 7x14). And of course the saddle may need to be machined.
One solution to only owning 1 mill and wanting to modify the saddle would be to buy a second one. Y axis saddle is $115.00 from Taig Tools - Desktop Milling Machines and Lathes.. Buying one gives me the ability to machine my saddle and then hopefully resell the other saddle.
However I bet someone out there could do the machining of the pockets and drilling+tapping the holes needed to mount the ballscrew nuts for a price that would be less than buying a second saddle and then having to deal with selling the extra.
Best case scenario would be not having to modify the saddle. I am just thinking about this as backlash is enemy #1 right now even tho it "doesn't matter" for anything I am going to be making in the foreseeable future.
My .002 says a way of machining the saddle that does not destroy the existing features that allow the use of the TAIGs stock nuts is a win win.