Well, I stumbled across this in a few places.. better safe than sorry.
Source§ 121.10#-- Forgings, castings and machined bodies.
### Articles on the U.S. Munitions List include articles in a partially completed state (such as forgings, castings, extrusions and machined bodies) which have reached a stage in manufacture where they are clearly identifiable as defense articles. If the end-item is an article on the U.S. Munitions List (including components, accessories, attachments and parts as defined in § 121.8), then the particular forging, casting, extrusion, machined body, etc., is considered a defense article subject to the controls of this subchapter, except for such items as are in normal commercial use.
Jigs are legal to import. As are the drill bits and endmills. They are just tools.