[sanddrag]

are they Martin sprockets? if so they shouldn't be hardened, or maybe only surface hardened. Some sharp regular HSS or TiN coated bits should go through them just fine with a good amount of oil (making lots of smoke in the process). Are you using a hand drill or a drill press? What rpm? Use a d illpress if you can. From what you describe, try using more oil (most anything works, even motor oil) , a much slower speed, and a slightly heavier feed. I've drilled through many sprockets in my time and the black carbon steel ones never gave me any problems.