Probably missed the discussion in the past but I am wondering if it is possible to get the slides of P22x models milled to accept red dots.

of course. It depends perhaps a bit on what optic. But for an RMR (which is really the only good serious one) its easy. L&M Precision or PMM.

amerigun is the trijicon custom shop for various mounts for 220/226x guns.
mount replaces original sight, no modification to slide, shown with trijicon rm04.

top pic from armorycraft:

The OP asked about milling. But as is pointed out above there are options that can mount an optic using the rear sight base or dovetail which will the most common thing on a 22x. There are a number of vendors for those again a bit depending on what optic we are talking about. I don’t like that option as the optic is too high and you can’t have backup irons but it’s easy to do and reversible.