This is the location for thermocouple. Start with a small pilot hole and work your way up to a size "R" drill bit (0.339") increasing 1 drill bit size at a time. This will cause all shavings to be small and dust-like. There is no need to coat your drill bits with grease or lube.  You want all of the shavings to remain dry so that they will come out without sticking when you vacuum out the hole. 

Tech Tip: Do not perform this while the engine is running! Some company’s recommend this, as it’s their belief that the exhaust pressure going through the  manifold will push the shavings out through the hole you are drilling. Ironically some of them in addition recommend coating the bits with grease.  We do not subscribe to this belief. Working on a running engine greatly increases your chance of injury. Also, while uncommon, if your drill bit happens to break off inside the manifold, it has no place to go but through the turbo. If the engine were not running you can always take whatever action necessary to remove the broken piece before you start the engine. The practice of coating your drill bits with grease is also a very bad idea. The flutes of a drill bit are designed to remove chips outward. By loading these flutes up with grease all you would be doing is making it more difficult for them to perform as designed. Also, grease will cause some of the shavings to stick on the inside of the manifold, making it difficult to remove later with a vacuum cleaner.