I used a 20mm ballscrew on the Z axis. Ordered from Ebay and shipped from China.
The closed loop stepper was mounted where the feed gearbox was previously located. Timing belt pulleys will drive the ballscrew. A 20 tooth pulley on the motor will drive a 30 tooth pulley an the screw. This will give a little extra torque.
Ballscrew mounts and stepper motor mount were attached with socket screws. Was easy drilling cast iron, hardest part was keeping the drill perpendicular. Tapping was also quite easy using Tap Magic as a lubricant.
I was able to reinstall the chuck and tailstock to drill the pulleys.