DuncanC

Allen bolts are really hard, normal drills tend to get hot and go blunt. Try and find some cobalt drills. start with a small drill and work up in sizes. You will need coolant/ lube. You should only need to go to the nominal thread size as the thread root is smaller so you should break through without going bigger than the original thread.
Dremel glass grinding bits are good for getting an initial small hole cut down into the allen screw.