I posted about this a while back, but recently I’ve improved my
approach so much that I wanted to share the insights I’ve gained.
I was making French hooks to hang knots from, out of fine silver
wire, and after melting a few ends when I tried to fuse the loops
closed (where the jump ring or bail for the earring would go, I
realized that I could make a closed loop by creating a head pin
(melting the end of the wire) and flattening the head, then drill
it.
One of the problems I had was that drilling a hole in such a small
piece risked picking it up and wrapping it (with the wire that was
intended to be the French hook) around the drill bit.
So, there were problems to resolve. One, you want fairly hard and
springy wire for the hooks, but making a head pin anneals the wire.
Two, you want fairly soft wire if you’re going to drill through the
head, but flattening the head pin work-hardens the heck out of it.
Three, no matter if the piece is hard or soft, the wire’s going to
want to wrap around the drill bit.
Okay, here’s the deal. Use wire that’s as hard as you want it to be,
but take hold of it with something to act as a heat sink. A pair of
sacrificial pliers with smooth jaws will be needed. (Sacrificial in
that if you over-heat them they’ll be toasted for other purposes.)
Grip the wire with half an inch of it sticking out past the pliers,
pointing down, then move the end of the wire into the flame until it
beads up. The rest of the wire remains cool. Quench it, and maybe the
pliers too, then drop that pin into the pile and grab another. (Oh, I
forgot: when I was doing this I first cut up the wire into short
sections, at least long enough to make the head pin into a proper
sized hook.)
Now that each pin has a head, take your shiniest little hammer and
your shiniest anvil surface, and whack 'em flat. Don’t hit them so
hard you flatten the part of the wire that’s still round, but squish
'em down to where they’re close to the same thickness. Not critical,
but they’ll look better that way.
Here’s one of the new tricks: anneal them again. They’re hard,
because you just hammered them, and it will be far easier to put
holes in them if you make them soft again. Get out those pliers, hold
the head pin just behind that flattened head, and run it though the
torch flame again. Try not to melt them, but if you do, just hammer
them flat again and bring them back to the torch for annealing.
Remember to hold them (gently, but firmly) with the pliers as you
anneal that blob, because that way you still have stiff wire to make
your earring hooks with, over on the other end. (If you grip them too
tightly, you’ll leave plier marks.)
Next new trick, use a needle instead of a drill bit to make the
hole. You can position the point very accurately, as opposed to
having a drill wandering around before it bites into the metal.
I actually use a drill press, and hold the needle in the chuck just
as I would a drill, but I don’t turn it on – the needle is held
securely, and the leverage the press gives me allows me to drive the
point in almost perfectly every time.
It might be a good idea to have a block of very hard material,
plastic or brass or some such, with a similar sized hole in it,
positioned exactly under the needle – clamp it down so you won’t
break the needle when it misses the hole.
Now, you have the needle ready to punch through, start it right in
the middle of the flattened head, get it barely through, then turn
the head over and run the needle through from the other side, into
the opening. This saves you from having a conical shape, with a
ragged flange sticking out from one side of the hole. Even so,
though, you’ll probably want to clean it up. You can use a slightly
too-large drill bit in a pin vise to just cut away the edges of the
hole, beveling it slightly, from each side.
It’s not a bad idea to whack the heads with the holes in them first,
very gently, with that polished hammer, because some of them will
get cone-shaped no matter what you do. Do that, then trim the edges
by hand with the drill bit, and you will end up with near-perfect
little head pins, primed for the insertion of a jump ring. See this
picture for what they will look like:
(Yes, that’s the same picture I posted before, but it was so much
easier to do them this time, I had to share it. 
Loren