Unfortunately my cross slide doesn’t have t-slots, before I purchased my mill I fitted a vertical slide to my lathe’s cross slide using one of the compound slide mounting studs and two threaded holes that I drilled and tapped.
I have often considered more tapped holes to mount a fixture plate but I am not keen on the cross slide ending up like Swiss cheese, your suggestion of a vise like arrangement has given me something to lie awake at night thinking about.
Cheers.