No grease, not running, just drill. I do one pilot hole, and then the right size. The shavings are small and will get into your eyes. Wear saftey googles.
I've done more then 10 now and the farthest I've gone is using a vacuum on the hole, which I don't even do now. Just drill it, tap it, install probe and then turn the truck on
it's really that simple.