do you think is really possible to do TQFP with a CNC ?
which are the problems with an engraver ?
Yes, I've done LLGA28L, which is 0.6mm pitch.
The issue with small stuff is not the width of the copper but the width of the gaps. The limit there is a combination of factors: the depth of the tool, angle of the tip, width of the tip, and runout. But these factors are, in turn, affected by other factors: the depth of the cut, for instance, is affected by squareness of the mill bed and flatness of the PCB.
So whilst it is possible to do fine footprints, you can't expect to whip a new mill out of the box and run off that kind of job within half an hour. It can take quite a while to 'bed in' not just the mill and tool, but yourself, and you'll go through a phase where nothing happens as it should and you wonder why you are bothering with this rubbish. But ultimately you should end up with a good idea of the practical limits for your setup and, the important part, being able to consistently run off jobs within that limit.
Note that all these videos show how this stuff works for the people making the videos, but your solution could well be different. For instance, just the matter of holding the PCB down has many solutions, and the one that works every time for me is carpet tape. However, the videos you post show a different method which plainly works for them. There is no right or wrong way, just what works for you, and it is the finding out what works for you that takes some time.