I am trying to make a jig which requires me to drill a bunch of tiny holes (.009"/.25mm) in a piece of plexiglass. I am using a modified Proxxon drill press stand/compound table with a Foredom motor tool to give me the slow speed and control needed for this operation. So far it has resulted in me breaking two drill bits!

I am drilling at low speed and backing out the bit frequently but still no success.
Does anyone have any pointers on how I can do this successfully?
Thanks in advance, Chuck.