I ran in to this a year or so ago, and these carbide masonry bits DO work. Like drew said, buy two ... because they also can break. A couple hints from my experience:
Slow drill speed and plenty of pressure. No lubrication needed.
They wander on the surface before biting. Use a dremel diamond tapered bit to create a little divot where you want the hole. It does not take a lot, but works wonders for holding the drill bit in place and getting it to start biting into the metal.
Drill very straight. If you start going off center the tips of the bits will break. Drill press highly recommended
as others have said, use a hard backer. Use a piece of aluminum
be prepared for really weird noises