Did you punch out the center stud (or whatever it's called)
If you have and they still aren't drilling out their stainless steel, and will never come off with a normal drill bit.
I use chisles if possible for such jobs (which I thankfully rarely see)
Or you can try 1 of these drill bits
http://news.thomasnet.com/fullstory/25064/1106
I've never even seen then so I can't say if they'll work