Straighten a paperclip, hold it with something insulating. Heat the end in a flame until glowing (this also sterilizes the paper clip to help prevent potential infection - the risk is low anyway). Press into fingernail. You will reflexively pull your thumb back with the slightest sensation of heat when the nail punctures, without further injury or pain like you might have with a drill. You get just a brief pinprick of heat, like you would from a hot casing hitting you after being ejected from your handgun.
