I do not believe that is the fault of the piece itself, but the simple nature of it being such a precise drill bit that you need to be very careful when using it

Quick context: one needs to drill using the appropriate drill bit first, and then remove the screw using the matching extractor (e.g. for a screw with 2.5mm diameter, the #9 drill is to be used followed by the #9 extractor)

I used my lightweight battery powered drill and then my heavy duty line powered drill capable of much greater torque.

A gentle drill on low speed, followed by a reversing extractor (at a slightly larger size than what I'd just drilled) and the screw came right out.

I need to get harder drill bits to cut through this

What you want to do is get a set of cheap drill universe drill bits and use that

you have to grind a hole in the screw w/o breaking the screw and burning up the bit/drill.

Extractor kit came with correct drill bits

They are not Cobalt and will be damaged when drilling into another screw.

Every single drill I received had trouble cutting into a mild steel machine screw head

i tried other youtube tips, uh no. got this kit and followed instructions... counter clockwise slow power drill, one to cut in to make the other tool grip, switch to other

Used a metal drill bit (not part of this kit) to try and drill out the screw more and more but the drill bit broke too

I was attempting to extract a snapped bolt from my bike and the drill bit (smallest one) broke after just making a dent in the bolt

Just take your time and drill slow and deep.