The smallest drill you are likely to find is a number 80 which is 0.0135 inches/0.3429 mm in diameter -- and pretty scary to work with! The other problem with drills is they may not leave a clean edge, especially unless you have some sort of high speed precision drill press to use them in. Many normal sized drill chucks can't even grip drills that small. I have used a pin vise chucked in a larger drill press but there's little sensitivity to tell how hard it's being loaded.
In theory, pushing a bump into thin stock with a needle, then sanding in a circular pattern with extremely fine sandpaper can create a relatively clean hole with a knife edge, a sort of optimum optical situation. And of course, it is about as inexpensive as you can get.
I used to have some of those very small drills (some in solid carbide even) for use on circuit boards, but most long ago went the way of tiny fragile things spinning at high speeds under less than ideal conditions.
DaveT