A debris catching device for downhole milling features modular debris receptacles that are held in the housing in a manner that facilitates stacking and a generally undulating flow path to facilitate dropping of the debris into the receptacles as the remaining fluid travels up the tool for ultimate screening before the fluid exits the tool to flow up to the surface or in a reverse circulation pattern back to the mill below the debris catcher. The modules can also be aligned with flapper valves at the top of each module to prevent debris in the tool from falling to the mill if circulation is turned off. The mill is configured to have an off-center return path preferably as large as the passage through the mill body to aid circulation and cutting performance.