Buy a 1/8" or 3/16" 2 fluted end mill, carbide if possible, and hold the nut in a vise with one flat horizontal. Use the end mill to mill a small partial flat (like a smile) where you want the drill bit to enter. But before you drill, it is best to turn the nut over and mill a small flat on the opposite side where the drill bit will exit. Now you have a flat for the drill bit to enter and a flat for the drill bit to exit. Then use a small center drill to just make a point where you want the drill to start. Then you drill the hole using the 1/16" bit . . .or two. Easy-peasy - - only takes about 5 minutes to drill each nut!
The best alternative is to go onto one of the aircraft suppliers websites to find pre-drilled nuts, but small ones may be hard to find, and I don't know about metric nuts.
Tom