Lee dies are case hardened, the case hardened layer is about .020" and it is VERY hard. Doubtful a HSS drill will yield anything other than a trashed drill bit. I modify Lee dies from time to time in my lathe and sunnen hone, so I know how much work it is to hone out one just a couple of thousandths because I am honing in the case hardened layer. I have machined off the lettering with carbide cutters in the lathe and it is HARD as woodpecker lips until it breaks through the case hardened layer then it is soft as butter.