There's a case harden on them that's harder than a hooker's heart, then only real hard under that.
I made a set of very special lathe soft jaws to grip on the 40 taper, holding the tool perfectly on center. that's the hard part of the job.
My plan "A" was to bore and tap the holder. Ain't gonna happen, they are too dang hard.
My particular holder had 5/8x11 threads way on down into the holder. So, I bored the OD of the end of the NMTB (about 0.950" IIRC) an inch or an inch and half deep. Then make a bushing the OD of the end of the NMTB and 5/8X11 thread ID. Take a short section of 4140 grade all thread (bet I used a piece of grade eight bolt and catch both the threads in the bottom of the tool holder and the bushing. I used red locktight all over. Also a couple TIG weld tacks where the bushing meets the taper 40.
If this bushing ever came out, it would be all but impossible to get off the drawbar. I had considered just installing the bushing press fit, but thought it might pull free.