Mechanochemical processing (MCP) is a simple production method involving complex microscopic mechanisms. The microstructure and magnetic properties of the resulting nanoparticles are strongly dependent on the details of each process. Nanoparticles of MFe2O4 (M = Cu and Zn) spinel systems produced by different milling procedures have been comparatively analyzed regarding their magnetic properties. By studying the different stages in the production of nanostructured spinels by mechanical grinding and mechanosynthesis, we found that different starting materials yielded systems with different magnetic properties, even when in some cases the final materials had nearly identical phases. While a shell/core model can usually describe the resulting particles, unidirectional anisotropy yielding exchange-coupling effect is not the general rule. We also present evidence of training effects assigned to the irreversible behavior of the spin-disordered particle surface. These multiple spin-disordered configurations at the particle surface have quasidegenerate states, which are believed to be responsible for the observed high field irreversibility. However, this phase alone does not suffice to develop unidirectional anisotropy.