I just completed my Sphinx 55 CNC machine build and started its first project - milling holes in the MDF plate for clamps. During the process , I noticed that my Sphinx 55 is struggling to drill the holes in the MDF plate. When the router bit touched the plate in the first "layers", it twisted a bit, which made the router to slip. I'm worried that if that what happens with MDF, I don't want to imagine what will be the results with harder materials such as aluminum or carbon fiber. I then pushed the router with my hand and found out that Z gantry is wobbly. I wonder how can I eliminate this wobble? Does it happen with all the Sphinx machines? Notice in this video how the drill bit is dancing.
I can't really see well enough in the video to truly identify the location of the flex but it appears you may need to re-tension the wheels on the carriage. This is a tedious process but is extremely important. I'm working on a mini-mill which has the same style Z-axis and I spent nearly an hour forceably wiggling and adjusting until there was no wiggle left. Another item of note is that you have the router mount installed incorrectly. You want the mount as far down on the gantry plate as possible. I suggest watching the mini-mill assembly video starting at 1:05:00 where it shows how it is done properly. There should be 2-10mm screws coming into the mount from the back side of the plate. (The video attached to this build is incorrect in the way the mount is attached as it doesn't show these screws.) The reasoning behind having the mount all the way down is that it reduces the amount the router extends from the bracket making the router more stable.
I had some flex on my Sphinx with the openbuilds mount. See how I fixed it here: OpenBuilds® DIY CNC Machines
There is also some flex in the actual plate that the router attaches to. Using two mounts should lessen that effect. But yeah, I've also experienced this flex. I think the source is both the mini wheels inside the Z axis and the wheels on the X axis. Even after my Z-axis upgrade (Sphinx Z-axis upgrade) there is still some flex. However, drilling MDF should not be a challenge. I suggest checking wheel tension and possibly doubling up the mounts.