When I had to drill into a steel ball, I mounted it in a collet on my lathe, also using a collet stop to give the ball an additional "backstop". I then machined a small flat spot on the face, at a diameter slightly smaller than the hole I wanted to drill. This was to keep the center drill from walking around on the curved surface. After center drilling, I proceed to drill the desired diameter for the through hole.
Hope this helps.
Hope this helps.