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Howdy. There are many ways. I use the lathe and go from each end and meet in the middle. That way you can use a shorter bit and avoid the drill walking. You can also use a drill press, hand drill, etc... In a nutshell my preference is to start on each end and meet in the middle using what ever you want to drive the bit instead of 1 long drill and trying to go thru the whole thing.
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