If you know a welder, see if you can con him out of a piece of Stellite welding rod of an appropriate diameter. If you grind a D shape angled section at the cutting end and then stone a slight bevel to the round part of the tip, you can drill through a file as mentioned above when using a spade bit. With either, do not "peck" the hole through, apply uniform tension and use lots of cutting lube designed for exotic hardened metals.
If you have to anneal the file in a small spot, heat an old fashioned soldering copper red hot and hold it in the place you are going to drill until it is cool; this keeps the heat localized. Putting a dot of soft solder on the file in the position you are going to anneal conducts the heat through it better when you apply the red hot copper.
If you have no cobalt drill bits, heat a carbon steel (NOT hss)bit red hot and quench it in mercury. NOTE: If you inhale the fumes, you are dead, so only do this outdoors with lots of ventilation and great care.