For hardened steel, I really like 140 deg notched point straight flute carbide drills. They're more rigid than the spiral flute, they drill more concentric and accurate, and spot their own holes. Which is a big plus when you're dealing with hardened steel that you can't easily center-punch, let alone run a spotting drill on.
Bite the bullet, buy one in the size you need, and have the peace of mind that you're using the right tool for the job and not likely to screw anything up. I drill holes in 62 RC stainless all the time with them down to 0.045"
Remember, small diameter carbide needs to run fast, not slow as you're always told for steel, and no violent "pecking".
Ebay is a good source, just search for "straight flute carbide drill" in size X. Most domestic carbide is good quality. I can highly recommend the "Best Carbide" brand, you'll likely see in search results. I buy most of my small diameter end mills from them. Super sharp, I like their AlTin coated tooling.
Here's a link to a 1/4" drill for $18+shipping:
http://www.ebay.com/itm/1-4-2500-SO...ILL-BIT-NEW-/301570893105?hash=item463706a531