You need cobalt bits, low RPM and cutting oil. If you heat and cool then re-heat and cool down again
you are "tempering" the steel. Every time you do the heat and cool cycle the steel will become more harder and harder. The best practice is to keep a constant low drill RPM, constant moderate pressure and the material you are drilling at the lowest temp possible without sudden changes in temp. This will save you lots of drill bits and frustration. Just my .02 cents.
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