Drilling holes in acrylic successfully is possible but requires you to be very careful.  Here’s how to do it:

  1. If the acrylic panel isn’t covered on the front and back of the target area use masking tape on both sides.
  2. Pick a sharp drill bit.  It doesn’t matter if its for wood or metal.  Keep in mind you’re fairly limited in hole size to under 1/4” or around 6mm.  Anything larger and you’re better off using a laser.
  3. Use a slow speed on the drill bit and push very lightly as you drill.  Let the drill bit do the work, not the pressure.  It should take several minutes to successfully drill through even a thin 3mm sheet.  If you push, the acrylic will probably crack, especially as the bit reaches the other side of the acrylic.  You'll want to go even more slowly as you're almost finished.