If you drill in brass, you need zero rake drills. I have no idea where one buys them, but I have become proficient with a Dremel cut- off disc and a magnifying light.
I have found that drilling in zamak can present the sams sorts of problems, so I use zero rake drills there, too. The HSS drills are designed for mild steel, a material found only in rare places on model trains.
I find a good center punch and pilot hole, all done with magnification, aid in good concentric accurately located holes. I also find that a good drill press is simply required.
This is all opinion, but you should know I build my own locomotives out of brass. If you are drilling anything larger than a #43 hole, the zero rake is a safety consideration - you can get hurt when a regular drill bit bites into brass and starts flinging it around the work area.