A colleague on another forum PMed me about a good way to do this and I thought some here might be interested in my method so here goes.

I've had good luck using an oxy-acetylene torch and a 1/4" round rod to spot-anneal the skin. I contour the end of the rod to match the receiver's curvature, if any, and then butt it firmly against the steel in the exact location of the proposed hole. I then heat the rod's end to a red, very red, heat and leave it butted against the receiver while continuing to heat the rod to a red heat right up close to the end.

After applying the FULL red heat to the rod for at least 15-20 seconds, I then slowly cease heating the rod, gradually allowing the rod to cool down over at least another full 60 seconds or so.

In almost all cases this heat transfer will allow a normal HSS drill bit to penetrate. However I usually use a carbide bit to start the hole and then drill the rest of the way with a normal HSS one (as recommended when you DON'T anneal the skin first, grin).

After the hole is drilled then I use the same O/A torch-&-rod technique to 'draw' the inside surface of the hole to a deep blue or black color, to allow easy tapping with no surprises.

This method is somewhat time-consuming but will save you a LOT of tool breakage and other headaches. Also it will help to ensure that no ugly discoloration of the surrounding steel remains to cause it to need refinishing afterward.

My method FYIFWIW, and as always YMMV.
Regards, Joe