They are really hard. This is one of those situations where "if you have to ask how to do it, you probably don't have the right tools to do the job".
If I really wanted to drill a hole in one I would thrown a few into my wood stove, get them red hot and let them cool down very slowly buried in ash to get them softer and easier to drill.
You could grind a flat spot onto one side so the drill won't "slip" off when you try to drill it with a carbide bit.
The best choice would probably to just attaching something onto the ball via welding or brazing instead of trying to drill a hole. I assume you are trying to attach the ball to something.
Best of luck