I WILL NOT recommend carbide tipped MASONRY BITS for drilling holes in calipers. They make TOO MUCH HEAT. You don't want your jaws warped askew. When they close,there should be NO LIGHT seen between the jaws. And you can see a TEN THOUSANDTH INCH of light through 2 flat steel surfaces. Get a decent straight flute solid carbide drill. It won't break your bank,and if you don't break it,will be useful to have around. I drilled mine that way years ago to mount calipers on my then mill drill. It worked fine.