Handheld power tools is tricky, it is WAAYYYY too easy to move the Dremel (similar) a very small fraction of an inch and the drill bit will snap.
The proper way to operate these is:
PROXXON - TBM 220 or something similar
As @justsendit explains above:
Metal tool at high rotational speed + styrene = tool glued to styrene and useless holes
Breaking drill bits, melting styrene, getting new drill bits, rinse and repeat
takes more precious modelling time than slowly and tediously drilling with a pin vise.
Really straight piano wire in the Dremel might possibly be used as a drill. It will
melt-drill but since it doesn’t have any flutes it doesn’t stick.