http://www.aaa3.net/how-to-scale-models/

Headlamps on scale models?
Any tips on how to drill or grind out the plastic moulded headlamps so that they can be replaced with real-looking MV lenses? It seems impossible to do it without the drill bit skidding or melting the plastic. We’re talking 1/35 scale here.
It’s a twin 3mm lens on a model M113 vehicle. I’m using a hobby drill but it doesn’t have a speed control.
On my M113, M1A1 and other armored kits, I’ve always used a pin-vise drill to put in a pilot-hole, and then either used a curved X-acto blade or a grinding-bit one my Dremel tool.
EITHER way, the key is to go VERY SLOW.
I then clean it up with FINE sandpaper on a QTip, then polishing compound on a QTip.
I then use Bare-Metal Foil to create a TRULY shiny reflector, and either use MV Lenses or build up lens with Micro-Scale Krystal Klear.
GOOD LUCK
Applying Rivets to Scale Models