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     Small diameter (under 1 mm) orifices mounted in threaded holes are a common part of hydraulic pump and motor controls. I could never find a decent set of calibrated orifices on the local market, so I always manufactured mine from socket set screws. I've been seeing that many mechanics experience certain difficulties when they try to drill a set screw with a small diameter bit, hence - this small set of tips about making small diameter calibrated orifices for "hydraulic purposes". Please note, that I am not a machinist - I simply enjoy working with lathe and other metalworking machines - the technique I am describing here has worked for me, but if you by any chance know a better one, please do tell me about it.

    So, to make a small orifice (or a gigleur, if you wish) what you need is:

    a) a quality HSS drill bit set - don't buy cheap sets, don't buy sets that have one bit of every size, buy the separate one size ten-bit sets - you will break bits, especially in the beginning. Don't go for carbide bits - they're very brittle, and a press drill or a lathe don't have enough speed to drill efficiently with these bits anyway. A Dremel tool might work, but common HSS bits are easy to find, relatively inexpensive, and do the job just fine.

    b) a lathe or a drill press with an adequate chuck. I prefer the lathe - it's much easier to work with, but a good drill press will do. Hand drills are no good for this task.

    c) a quality center drill or a spotting drill (small and new).

    d) a set of steel socket set screws (or grub screws, as some call them). This is a tricky part, since you'll have to look for the lowest grade you can get. You can use brass set screws, if you find them, they indeed are much easier to work on, but I prefer steel screws because they are stronger, and therefore there's a smaller chance of the socket head "passing" when you are removing a "stubborn" or a glued  screw. If you didn't manage to find low grade steel set screws - you can still lower the steel hardness though annealing - just put all the screws on a thick steel plate, and hit the whole thing up with a torch till everything is glowing red, then let it cool down naturally - now the screws should be soft enough to drill. Some set screws can remain very hard even after the annealing - that's why I normally anneal several screws, and then simply choose a different one when I see that the one I am drilling is too hard.

   Now for the drilling itself:

    a) Wear protective eyewear, if you don't want a broken off bit end in your eye. You WILL break bits, that's why you bought ten of each size - remember?

    b) Center the set screw in the lathe chuck (or clamp it in the press drill vice - make sure it is well secured).

    c) Make a small starting point with a center drill (or a spotting drill) - very important! If you don't have a well centered starting point -  most surely the bit will break.

    d) Set the right drilling speed - I've been successfully drilling small orifices (0.5mm to 1mm) with 1000-1500 rpms ( my lathe can go up to 1800 rpm).

    e) When you drill the small hole, the most important thing is the pressure you're applying to your bit. If you're bending it (like many will do) - you're applying too much pressure! The key word here is - Patience! Don't rush it, apply very light pressure, and drill in short "pokes" to clear the chips. It may be hard to feel the amount of pressure you are applying with a standard lathe tailstock - you'll have to experiment with it. There are special attachments for small bit drilling, that fit into the standard tailstock with a Morse Taper and allow you to feel the amount of force you are applying to your bit very precisely. These are very nice, and I surely will make one for myself,  but so far I've learned to use the standard tailstock quite successfully - it's not easy, but it is doable.

   In all - making small sized orifices for hydraulic purposes is not hard. Get the right tools, get the right screws (or anneal the hard ones), drill in small pokes with little pressure - and you will never have to look for orifices again!!! Also - check out the video - this is is a hard M6 set screw, annealed, drilled with a 0.8 mm bit at 1000 rpm.
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HSS bits and set screws
Annealing the set screws
Annelaing the set screws
The finished orifices