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Cheap drill bits

So you make one end of wire as a cutting end just by snapping it off with the nail cutting pliers you show on the picture? At which angle you cut it?
I can't give you a recommendation for any particular angle, other than to experiment to see what best work for you and what you are drilling.

Tip: If I find I need a diameter hole that is just slightly larger than any of the wire diameters that I have, I just peen the end of the wire with a hammer, punch, and anvil.
Tip: If I find that I want to put a point on end of the wire "drill bit", I give the end a touch with a grinding stone in a Dremel.
 
Certainly, but there is not much to show. I bought some lengths of this spring wire (aka music wire) in several diameters from our local hoppy shop years ago. They sold it as material for building RC airplanes. Sadly, that shop is now closed but I see the wire is available on Amazon. Search under music wire spring steel.

A foot or so length of a few various diameters should last you a lifetime. As an example , in the photos below, I am drilling the pearwood frames for my French 74 gun ship. There are 42 holes to drill in each frame and there are about 60 frames in total, making it about 2,600 holes to drill. I am over halfway along and still using the same 0.8 mm diameter 30mm long piece of wire that I started with.

The spring wire is very stiff and forgiving. If you accidently hit it and won't snap off like an ordinary twist drill bit will.

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THIS is thinking outside the box. Clever technique!
 
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