Thanks, I tried all of that, eventually, I gave in and found some stronger drill bits - as the ones I was using were apparently not good enough and would not go into the pin at all (I thought it was going in, but it turned out the cotter was filing the end of the drill bit off - kind of funny I suppose). I managed to drill into the cotter and remove what was left with a hammer and punch, but I have taken a little chunk out of my pedal arm (at the end the cotter is supposed to be hammered into) - I can not replace the arm, or at least, I won't likely be able to, what kind of negative effects can I expect to see? It's not large, but there will be a gap on the inside of the hole. Realistically I know I probably shouldn't ride it at all in such a state.
At least my crank axle is OK I suppose, but there was no chance of my drill going through that anyway. Incidentally, my drill is now ruined, it's been sick for a while and I don't think I'll be able to repair it again, I'll miss that drill.