My friend Bert used a normal Bridgeport mill to drill accurately located .030 holes in .260 thick 6061 aluminum plate... It just takes time and skill. The high speed bench drills can help, but it is mostly technique no matter what.
I kind of understand Joe's bad responses. His video is from the attitude "I know and you don't", and he fails to clearly explain how to not break the drill. All he says is that you can 'feel' the drill, but it is more than that... What that 'feel' is, is far more than just feeling the drill bit. It takes feather light pressure, and a .030 drill is gone. The feed rate has to be very slow. The chip load has to be managed...
Bert showed me his techniques 30 years ago, but I can't say I've practiced them since. However I've drilled thousands of #52 holes in fiberglass and aluminum over the years. #52 is a tad over 63 thou. My biggest bane was dulling the drill and it then breaking it. The secret, which he fails to mention, is to take a very small chip, much like a jeweler does with a graver. bite too hard and you lose control and *Bing*.
-- His video is excellent! the tool is a great idea! I wish he had spent a little more time discussing pressure and chip load on these tiny drills!