I dunno, its been a while since I did it, I remember it not being cheap for the whole tiny 10 second job
bits, I usually dont drill mine because of the cost of the proper bits, I did try it once with a speed controlled dremel and some of their tiny model bits, at low speeds it did ok, till the bit snapped in half
so I usually bend pins out into a L shape and just surface mount them, which with through hole stuff, takes more space, but whatever