Best way to 'drill a hole' in ordinance is exactly how RC showed.
From a few hundred yards away, with a highpower rifle.
Heat and friction from a drill can set off certain explosives.
Some of the explosives they used in WWII weren't exactly stable. While most fillers were Comp-B, the primer, detonator, and booster compounds were *significantly* more sensitive. A lot of boosters were straight RDX. Primer compounds were about the same as we use, highly sensitive to impact, although heavily shielded. The detonators were potent but not enough to set off the main charge, which is why there is a booster charge in most fuses.
RC's navy shell just relied on kinetic impact to set off the charge.
Others were a lot more complex.
Problem is, if you drill through them in the wrong spot, and hit the detonator or booster charge instead of the main charge... "boom".
Even if you miss those and get to the main charge emptied, the fuse will still be intact.. which, having the detonator and the booster charge, is plenty potent enough to remove an arm, or worse, in most shells. Of course, getting the main charge out, even if you drilled in to it, would be somewhat tricky and dangerous. It's poured in and solidifies inside the casing. Removal isn't exactly something you want to do in your kitchen (despite what you see in movies).
Not something to toy around with.
Older civil war era shells were simply filled with black powder, which is friction sensitive. Drill in to that and it'll go off. Hell, DROP it hard enough, it'll go off.
But would be fun to shoot with a 50 cal.