Which drills? Nothing fancy really. They are hand held twist drills of 0,3 to 1,2 mm diameter. It took some time to find them since they were neither available in hardware nor hobby stores but rather in Computer / electronics shops.
I find the ones just under 1 mm ideal for headswaps on figures - cut the head, drill a hole, insert a lenght of steel wire, put another head onto it with a pre-drilled hole, and if necessary secure the bond with white glue. The smallest ones are excellent to open model gun muzzles or exhaust pipes.
The >10 bucks were a good investiment I'd say. Regards, Pa