Like Taylor, I too drill straight through and don't snap drills doing so. The spindle speed w/ the 1/16 bits is 1500 RPM and HSS bits won't anneal at the temp generated by drilling. I too also make the bbl lugs and RR pipes out of brass which shouldn't cause any problems.
During my tool and diemaker apprenticeship , learning how to sharpen drill bits was a req'd skill....even the smaller bits. You were given 3 complete sets of drills....fractional, lettered and numbered and if you made too many trips to the tool crib for drills, the attendant told the boss who then paid a visit. The tool steels we worked w/ were oil and air hardening and the air hardening tool steels w/ a high chrome content could readily dull a HSS drill bit in a hurry if abused. Seeing most of the drilling when building MLers is brass and soft steel, my drills don't need sharpening that often, but it's a handy skill when needed.
Judging from all the posts concerning mislocated holes, broken drills and other problems, , drilling is complicated......for some.....Fred