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I drill a little bit and bring it back out to clear the chips and continue to do so until it is done same with acrylics. To much pressure will blow them out a lot of the time and if you do not bring up the bit it will heat up a lot to with all the chips in it.
Also it helps to turn down the speed of the drill also. When I drill a hole in some woods I put on bees wax on the tip to keep it cooler and lubricated for better chip removal. Last if you can reverse the blank and if it is drilling straight it helps blow out on the back side. That is why some people leave the end longer.
As of this time I am not teaching vets to turn. Also please do not send any items to me without prior notification. Thank You Everyone.
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I check mine up on the lathe and usually keep it somewhere around 600-800 rpm. depending on the drill diameter I'll drill around 1/2" deep then clean the chips out (woods like African blackwood will stick to the flutes so you have to be aware) then drill again. I'll usually keep my feed rate moderate (~0.10"/sec). I'll general not drill through the blank since there are too many that will blow out at the end like burls. Take it to the chop saw and lop off the end.
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I do a hybrid of Arlin and Steve's method. Drill on a drillpress, backing out often, and if I'm worried about blowing out, stop short of then and cut it off on TS with sled.
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Mesquite is quite hard, but it's also quite stable. I agree with the others; you need to take it slow and continually back out the chips. You should also check on the sharpness of your drill bit. If it's dull, it'll generate more heat and heat is your enemy. Same with acrylics. If I think a burl is punky or unstable, I might apply some thin CA to the blank before drilling to help stabilize the blank. You didn't mention what kind of bit you are using. There are bits made especially for pen making, which can reduce the probability of a blowout.
Still Learning,
Allan Hill
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I was using a 7mm brad point drill bit fairly new but sharp I don't know. I've tried to sharpen old ones with a small file. I probably dulled it more than helped it. I do back out and clean the flutes often whether on the lathe or the drill press.
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Brad point bits might be the worst bit for plastics / acrylics. You need something with almost zero degree rake. Like a very flat bottom. Go very slowly (feed rate, not RPMs) when drilling acrylics. Some folks even stop before you punch through the blanks, then cut off that end vs. drilling all the way through. It prevents blowout at the exit end.
Still Learning,
Allan Hill