It may not happen every day: but drilling a hole in a hardened shaft, bolt or nut can be a crime for the diligent self-tanner.
That is already a lot because of the drills that we buy at Aldi, Praxissen and other consumer suppliers. Most of them have to have their cutting power only because of their yellow coating, and no matter how professional that color is: that hole is not there.
For the record: When it comes to tools that require no more than 'hobby requirements', then Lidl and Gamma tools can function satisfactorily.
But good tools cannot be cheap.
At real tool shops the price of just two drills is often quite close to that of a complete assortment box. In any case, such drills have proven biting power for hardened steel from Russia. It took a while, and the drill really had to get the time to do its job, but the cardan of the Editorial KMZ K750 got its piercing.
There is also an option for really hardened axles. The shafts are usually surface hardened. At their core they have remained 'tough'. So it's the top layer that we have to go through.
And that works wonderfully with a masonry drill with Widia (Wie Diamant) attachments. We first go back to the Action of Praxis. There are often boron sharpeners for a few euros. And we need such a thing.
The Widia drill has a different top angle and cutting angles than a steel drill. On the sharpening stone (which can best come from the Lidl or Gamma for light use) we grind the masonry drill to steel drill specifications. That is 
no witchcraft, just the sharpener. He learned for that.
By allowing that modified masonry drill to work very quietly on the hardened surface, we can get through the hardened layer. The core can then possibly be drilled through with a quality drill (from the specialist trade).
Perhaps on the other side of the hole it is still necessary to get hold of the Widia drill, but experience has shown that the drill from the inside has less difficulty breaking through the curing layer ...
And isn't that handy?
Oh yeah; Nowadays there are also special drills for hardened steel.