Maybe a slippery , soft one like lead, tin * . I heard Uranium and Plutonium were machined dry at Los Alamos for the atom bombs. the chips Caught Fire in Air! Men in black swept them up into a closed briefcase, where they went out. They wouldn't tell the machinists what the metals were, nor that they should wear respirators 'round Pu dust..
Always use some unless doing thin sheet metal. A step drill works better than a twist drill on sheet.
I always use oil or water with my diamond bits, easily burnt up , especially on stainless. Decent quality twist drills should always be oiled, those Garbage Freight nitrided ones will blow the coating off if they get warm, so, oil them, too. Even if in a soft metal like annealed Al ,brass, copper; still generates heat that can anneal a high speed bit. At least do it in stages; let work/bit cool if no oil available.
In class, we even oiled aircraft aluminum we drilled. It varies in hardness as there are a myriad of alloys. Clad is a bit tough to drill. Some A/C Al is 1/4" thick, too.
* Note when I say, Tin, I mean a piece of Tin metal; not sheet steel that has a thin Sn plating or galvanized.
in an A & P class. do much drilling/slotting of stainless at home, diamond Dremel bits are the only way to do it.