How do drill hardened steel

Yeah, most local places have 1/4" shank carbide burrs if they have anything, but they can be like $20+ each if they have them! This is one of those times when online is the way to go! I use the carbide burrs to enlarge pin holes or to skeletonize out tangs to make them lighter, cut in sharpening notches, etc.
 
You won't get carbide burrs at a hardware store. Order them online.

As for keeping it cool, if you are working outside, set the garden hose to just barely trickle and let it run on the blade all the time.
 
Lube and a carbide drill bit. You can pick them up on Aliexpress at a really good $. not sure If I'm allowed to share a link or not.
 
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