Here, I’ve used my NSK micromotor grinder and a tiny carbide burr to carve an indention into the metal. This will give the drill bit a place to start and keep it from skating around and drilling in another spot nearby.
Above is my drilling setup in my Sherline mini-mill. I superglued all the parts in place temporarily so I can drill holes through all the pieces at the same time, ensuring they all line up well. I only had to stop drilling and reglue once, when I let the glue get too hot.
I’ll use a single edge razor blade as a wedge to break the pieces apart once I’m finished drilling. This ability is handy for temporary fixes, but shows you why I don’t use superglue for anything else. It’s a lousy long term adhesive.
Another view of the drilling. Notice I have the parts sitting on a sacrificial block of hardwood to keep from drilling through the mill vise. I drilled using two drill bit sizes, the first time using a bit of proper size for the 4-40 tap to cut the threads. The second bit size is clearance sized for 4-40 screw threads. I took the bottom plate off, then re-drilled the rest of the parts using the larger bit so my screws would fit through.
Next, I have to put screw threads in the bottom plate.