Ive never had a problem drilling anything down to a 2mm hole with hardox.

Get a hold of some decent cobalt drill bits, a pillar drill and a G-clamp to properly secure the workpiece. Take it nice and easy and apply some form of coolant. You will have no problem going through.

Don't bother trying to use a hand held drill, you will never be able to hold the drill steady enough to get through and the vibration will break your drill bits. I also don't recommend using HSS bits. Great for ali and titanium but terrible for hardox.