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I am curious why "go through the mill" means "have had a lot of problems or difficulties".

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    A mill (in its original sense) grinds grain into flour. Being passed between millstones wouldn't be a very pleasant experience for a person, would it? – Kate Bunting Apr 7 at 13:11
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    a mill applies rotational pressure, powered by water or electricity to refine, for example, wheat or rice into a powder. If you fell into one, went through it it and came out the other side actually in one piece, how do you think you would feel? – Tuffy Apr 7 at 13:12
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    @MichaelHarvey To the contrary, I’ve heard that what goes into a mill comes out quite fine. :P – Dan Bron Apr 7 at 13:30
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    @Lambie [it was a pun; fine has two relevant but contradictory meanings in this context] – Dan Bron Apr 7 at 16:00
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    @Lambie Do as you do! – Dan Bron Apr 7 at 16:12
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Christine Ammer, The American Heritage Dictionary of Idioms (1997) has this entry for "through the mill":

through the mill Hardship or rough treatment, as in They put him through the mill, making him work at every one of the machines, or Jane was exhausted; she felt she'd been through the mill. This term alludes to being ground down like grain in a mill. {Late 1800s}

A typical instance—from "Answers to Correspondents," in the [Footscray, Victoria] Independent (May 8, 1886)—makes the sense of the expression clear:

BAKER.—Your letter contains allegations that might cause litigation of an expensive character, and as we have no desire to go through the mill and be ground very small, we cannot insert it. —ED. I.

However, Ammer's dating of the expression to the late 1800s appears to be a bit inaccurate. Here is a significantly earlier example from "A Hint," in the [Pottsville, Pennsylvania] Miner's Journal, and Pottsville General Advertiser (December 22, 1838):

The Treasury Department are exceedingly active in saving the nation from loss. After eight or ten years of blindness, they have suddenly opened their eyes, and are now at work with both hands. The securities of Mr. Swartwout, Messrs. Birdsall and Quackenbsos of New York, are suffering from their vigilance, as the Marshall is selling their property already. Have Mr. S's accounts even been properly audited? and are they sure at head quarters that he is only delinquent? If report speaks true, some others who are now most active, will have to go through the mill this winter; therefore don't be too savagely virtuous in your expressed indignation, or you may furnish dangerous precedents.

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