What is normally done is the ends are annealed (softened) then machined then heat treated. If that's not an option try a negative insert with a tough grade of carbide like a Kennametal KC850 & run @ 50 sfm dry. If your finish changes from shiny to dull your part is case hardened & you broke thru the case.
Rigidity is the key - spindle, holder, ways, feed screw, etc. Good luck.