On a Shapeoko 2, mill the larger rectangular pocket 1/8" deep with a speed of 22 and a depth per pass of 0.05". Mill the smaller rectangular pocket that the phone sits in 0.35" deep with the same cut settings.
Arrange the chevron pieces to make sure they fit properly. Use wood glue to adhere them to the Wenge base.
Please note that the phone won’t stand up properly in the pocket until the chevron pieces are attached. They help hold it at the correct angle. The attached file is for an iPhone 5/5S and can hold the phone alone or with a thin case. The file can be resized to fit a different phone or tablet.