Zombie thread!
I'll still answer though. In flour mills I've audited they've not had magnets at CCPs. Personally I hate magnets, they have a habit of collecting stuff, then if it's not removed, dumping it back in. The strength of the magnet needs to be known and as others have said, it's only ferrous that it would pick out.
Magnets before your mill are sensible as they will help protect your mill. After this point and after milling, the flour will go through umpteen sieves. This is the point I would consider being a CCP but a problem for many mills is being able to assess these sieves are intact in real time (i.e. before they release the flour). I never got a great answer on that if I'm honest but perhaps measuring pressures either side is an option?
I did have a problem with one supplier where some packing around a pipe meant for noise and vibration deadening managed to get into the flow and this was after the sieving etc. We picked it up in our sieve tailings on site. They claimed the delivery pipe had become damaged spontaneously, only for our (small) order and that we were the only affected customer.