Samualt,
You are using servos, aren't you? I would not worry about it. The servo can easily hold it tight, without even getting warmed up.
Little do some users know, but when climb milling, the cutter is attempting to "backdrive" the ballscrew all the time. The servo acts more like a "metering device" because the cutter is actually driving the work ( in heavier cuts). In a carpenter's terms, climb milling is most definitely like "ripping from the wrong side" of your tablesaw.
First you get good, then you get fast. Then grouchiness sets in.
(Note: The opinions expressed in this post are my own and are not necessarily those of CNCzone and its management)