Something else that helps if you want to maintain cut direction(because zig-zag will switch from climb to conventional) is to change the entry method to "Profile" or "Medial"(depending on the pocket shape). I've found this especially helpful in long narrow pockets or when pocketing letters. It will still do some looping at the end to clean up corners but the initial shape will be close to the finished shape so it will spiral out in an efficient shape for what you're cutting. Also, be sure to set your back feedrate to something closer to your rapid speed so the loops at the end don't take forever >.<

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