For the Ping Pong Ball, I used the tiniest drill bit I had, and started twisting. I moved up bit-by-bit (ha ha, literally) making the hole larger each time. I did all the "drilling" by hand, and tried to carefully back the bits out to prevent any shavings from falling into the ball. I wirked my way up until I had a hole snug enough for the 5mm LED body to snap into, but small enough so that the base of the LED was on the outside.