To answer your specific question.
My center drills come from Harbor Freight. Are they inferior?
Yes, almost every drill bit I have purchased at HF is low quality. Maybe there are some good ones, but I have not found them. They work ok for a while in wood! I sometimes buy a set when I need to drill in plaster for hanging a picture etc and I know that they will not last long anyway. For drill bits, I start out looking at Grainger. This is partly because there is a store near me and I just place an order and then go pick it up the next day or when ever they let me know the parts have arrived.
WRT to Center drills. Yes, they can vary considerable. I have purchased some from AliExpress which are fine and some which do not even have the point in the center! I have even gotten some where the shaft is bent! (true for drill bits too). After a while any of them will get dull.
I have used Center drills to make lots of starter holes in steel in one pass. Just as with any drill bit and the work material there is an optimum speed (RPM) and an optimum plunge rate. Just as with smaller drill bits the speed for small center drill bits needs to be much higher than for the larger bits. I typically run a bit for a #6 hole at ~2000RMP or so. It is not that for small bits you "can" run faster RPM, but that you "should". The exact speed depends upon material and plunge. (There are some tables on the internet that can provide some RPM guidance for drilling in to various materials and bit size.) I also use thread cutting oil to cool. I choose the center drill speed to be about the same as I would for the bit I am going to use for the tap. The key to determine if you are at the right speed and plunge rate is to observe the material coming off. On a lathe we tend to avoid spirals as they tend to grab and become a hazard, but I find that for drilling when I get a nice spiral of material then this is about the optimum speed for limiting tool wear. Too slow and they tend to grab, bend and break the bit, but too fast and little cutting occurs and you just rub the tool edge against the work ..... generating excessive heat at the tool cutting edge making it dull fast. Again use lubricant both for the cutting edge cooling and for the sides of the bit going into the hole to reduce friction and grabbing.
By the way, for a two fluted drill bit that is sharpened correctly you should get two simultaneous spirals ... when the cutting rates are adjusted right. However, many cheaper drill bits, or self sharpened drill bits, have one cutting edge which is more aggressive (sharper or sticking out farther) and so only one flute is actually cutting!!!! Anyway, always lubricate, especially for steel, but also for sticky materials like Al or brass!