I had to drill some steel plate yesterday and even though I was using a vice and pillar drill (drillpress) the drill started to wander as it was a little bendy.
This happened twice, once on a through hole and once on a blind hole.
My first tip is for that through hole. Simply stop, take the work out the vice, turn it over, remark the hole, centre punch and start again. This worked just fine for me.
The second item was a little more challenging. I needed to have a blind hole which was going to be tapped and the drill moved again. This time I could not turn over the work so I switched to a centre drill, put more clamps on the vice and gently drilled a new hole with the centre drill. This was followed up with the origional 4.5mm drill.
There will be some pictures of this when I do the write up on the knurling tool.
In hard materials, I always punch it first. I do fight that my so call “dog point bit” bites rather well. Also helps to start the hole with a tiny bit, around 1/16″
Thanks for the comments, I did centre punch the holes before drilling, just forgot to mention it on the post. In future, I’ll probably centre drill instead of punching this kind of material.