I know that you said that you would like to drill the holes after you had heat-treated the blade, but my advice (for next time) is that you drill the holes prior to HT. After HT, you'll likely end up having to use carbide bits and cutting oil. I just use the Kobalt cutting oil from Lowes. I have also heard of some folks using masonry bits to drill through hardened steel, but have no experience myself.
Best solution, as mentioned above, is to drill - and chamfer - holes before HT. Good luck.
Erin
Edit: Ha, Justin just beat me to it.