One issue with adding a hand wheel (manual control) to your CNC is accuracy and determining position.
The screws on the CNC are likely not in nice easy divisions of an inch or mm that any hand wheel you add will have. So, counting revolutions will require math and get old very quickly.
Secondly positioning will be entirely manual, the current position as a CNC is known using the endstops. A manual mill with a proper DRO and glass scales inherently knows it’s exact position at all times even after a power failure. I don’t see a lot of value adding hand wheels to a CNC router. Just use Mach3/4 in conversational mode using the wizards and it will help a lot I think.
As to the mill/drill question, it really sounds like you just need a drill press. I have a PM25-MV manual mill with DRO and a WEN 13" Drill press, the combo is amazing. Using a manual mill or even a CNC mill for drilling is problematic. The working area you loose adding a proper chuck to the manual mill is huge. A drill press is much faster for changing tools/drills. One thing I do with the manual mill is spot drill the hole locations, then finish on the drill press.