Maybe try an aircraft supply place. But from them, you will pay a premium price. The reason you went through so many drills, is that S.H.C.S. are very good steel, that is heat treated. They can be drilled,with a good twist drill, in a drill press. Everything must be held rigid, and lots of good cutting oil. R.P.M. of the drill is important also. Most people run drills too slow. Another option would be to take them to a Machine Shop, but you're going to pay for that too. Have any friends that are Machinists?