I had to drill 6 1/2 inch holes in a 1 inch thick piece of steel. It didn't want to center punch too well and my titanium bits (at least the set is labeled titanium) wouldn't scratch the surface. I didn't want to spend all afternoon running around town trying to find bits that would work. So I did an online search for recommendations. Someone on a fabricator forum suggested using masonry bits. I had some Home Depot garden variety bits. I chucked up a 3/16 in my drill press and gave it a shot using Rapid Tap as a lube. Went right through. I just wanted to pass it on.
Back when I was still toolmaking I did this quite a bit with through hardened tool steel, speed needs to be kept low & pressure backed off as the hole starts to break out the other side. Carbide end mills can be used to drill through hardened parts as well, good use for worn cutters