We've pulled many with the rifle's rod, but it is easier with a steel rod, as Wade notes.
Easiest is to have a 'bushed' drill (bushing holds the drill in the middle of the bore) and drill a small hole first, like about 1/8". Then
run in the ball screw (TOTWolf sells them) you buy or make yourself, bushed would be better. Run the screw in, and pull the ball out - no biggie.