Have you seen the drills advertised that are supposed to drill
anything? They look like masonary bits and are quite cheap. They
actually work well. The technique (despite the makers claim to the
contrary) is to use NO coolant or lube, lots of speed and push hard. It
sounds brutal and actually is. The drill heats the metal until it's
soft then drills through it. I've seen swarf coming off incandescent.
You can see them at the larger shows drilling files, hacksaw blades and
bearing races.
Don't confuse these with masonary drills. Their tips are held on with
low temperature braze and will fall off if you try this. These tips are
held on with a higher temp resisting stuff. Not sure quite what though.
They've got me out of trouble in the past and I now keep a set in the
w/shop.