We demonstrate milling of partial antenna gaps and narrow conducting bridges with nanometer precision using a helium ion beam microscope. Single particle spectroscopy shows large shifts in the plasmonic mode spectrum of the milled antennas, associated with the transition from capacitive to conductive gap loading. A conducting bridge of nanometer height is found sufficient to shift the antenna from the capacitive to the conductive coupling regime, in agreement with circuit theory. Picosecond pump–probe spectroscopy reveals an enhanced nonlinear response for partially milled antennas, reaching an optimum value for an intermediate bridge height. Our results show that manipulation of the antenna load can be used to increase the nonlinear response of plasmonic antennas.