Put them in a fixture? Using drill bushings? If so, you can grind your drill points past flat bottom, where the outside edges of the drill hit first, actually dished in the center. This turns the burr into a disc that pops off when you are drilling thru.... now you will still get some burr, but usually something you can get rid of with cordless drill and chamfering bit, or even a twist a burr or Noga type tool.
You do need to do this thru a drill bushing to guide the drills though, they would walk all over the place if not in a bushing. Drills won't last real long, so I don't know how effective in steel this will be. We used to use this trick on a small aluminum cover we made that had 18 holes around the perimeter, standard drill bit left a large blown out burr, doing them this way you had barely any burr and finishing them became the easiest part rather than a hassle.