Kanthal is a manufacturer of the FeCrAl (Iron-Chromium-Aluminum) alloy used to make heating elements.
Hard brick is pretty easy to diamond core drill if you have access to the kit. The size range is usually limited, but the cheap dry-diamond core drills are not overly expensive.
The import diamond-grit-edged tile holesaws will almost certainly also get the job done and are inexpensive. The range of sizes is better, but cutting depth is limited. For a split, they may do it in one, or you may need to flip it over and follow the pilot hole from the other side. If going through something thicker than the depth of the holesaw from one side, you'll need to keep breaking out the core.
Bricks are cheap to make and expensive to move. Geology varies with geography. Fire bricks tend to move further than normal building bricks, but it's still the case that your bricks are likely to be made from whatever material was available relatively locally and would get the job done. It may be particularly hard or particularly soft, compared to other Fire Bricks from other places. What you need to know is whether YOUR bricks can be milled. If you can provide the brand or, better still, both the brand/manufacturer and manufacturing location, you may get a definitive answer.
I'd be reluctant to risk good/expensive milling cutters. I use a router to groove IFBs for my HT ovens and it seems to be the speed of the cutter knocking tiny tiny chips off that gets the job done, rather than the sharpness of the cutting edge. I have not tried it on hard brick, but it may be worth experimenting with a milling cutter that is no longer fit for use on metal, run at high speed.
I don't have a milling machine. If it became necessary to put a hole through hard brick quickly without a core drill, I might try SDS masonry drills in rotary-only mode, but only because I already have them. I might even spend a few minutes grinding a conventional drill-point onto an SDS drill to see if that worked better/well.
If time was not a pressing issue, I'd buy a diamond or carbide-grit holesaw.
