Chris probably has the right idea, it will not be used a lot so a piece o 1/4" Brass tubing will work, just file a few teeth on it. Drill slowly and back out often to clean out the dust. A lot depends on what kind of wall thickness you have. The hole should be the first thing you do, right after cutting of the tip, you want the tip to be as thick as possible while drilling to prevent cracks.
NEVER drill a pilot hole in a horn, start out with the size you want the hole to be, on a full size horn I use between
1/4 and 5/16th inch.
Tim C.