I recently found a tip for easing the drilling of lead bulbs (I always found the matter quite tricky, the lead being not the best and cooperative material.) Casually one day, I left my bulb, ready for drilling, outside in my car the whole night and it froze. The day after the drilling session it met no difficulties at all, the drill not sticking on the lead in the process.
Suggestion: if you live in a place where the night temperature falls significantly, "forget" it in the car the whole night. If you can't, leave it previously in the refrigerator's freezer over night, and this is very IMPORTANT, take care in handling it. The lead bulb tends to stick to your hands, as will any iced metal as your hands have always some water on them and it freezes instantaneously on contact. A glove will solve the problem.
Anyway, I didn't experience that as my freezing to the bulbs, probably because the temperature was not below zero °C (I had two "A" class bulbs to drill, quite an annoying job to do.) So if you can let it reach the lowest temperature possible, the better the drilling. That's all, good winds.