The mistake that a lot of people make is using high speed steel twist drills at high speeds. As soon as the heat starts to build up on the tip, the drill bit can lose the hardness that make it a cutting tool. Using HSS drills at low rpm with cooling fluid or lubricant can provide a large quantity of successful holes in metal. The bits that you asked about here have chunks of carbide on the end, and carbide will make easy work of even the hardest steel, and allow you to use high rpms. When drilling out the remainder of broken screws, start small and make sure it is centered. Then enlarge the hole one step at a time until you get the correct diameter for the extractor to bite properly.
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