Hello Shannon, yes I used an approx. 1/32 drill bit. I centered the .125 diameter rod with a concentric laser, once centered I remove the laser and replaced with the drill bit. You start very slow (no lubricant) once the drill bit sets in place start adding cutting lubricant and drill at a medium speed, plunge the bit very slow. This was done on my mini mill with Micro adjustment and was pretty easy to do. a little harder if you do not have a mill bed with an X Y adjustment but can be done. And yes wire (stainless steel) with a mirror finish and very sharp, hence the tension jig 🙂 Love my digits.