<VV> Thanks to those who took the time to reply about ways to put a small hole in hardened steel.

[paulsiano at yahoo.com]

Probably the best way to proceed is to buy a carbide drill.
Before I do that I think I'll try to a very small Dremmel grindstone and see what happens.  Odds are slim it will hold together long enough but I'll firmly clamp the piece, turn it at high speed, and use very very light pressure.
I'm involved with a car show and time to give it a try will not exist until after the show...Nov. 5th.
I'll share what I learn.
Thanks again,
Paul