Hi @wattosark,
I'd suggest using standard HSS (High-Speed Steel) drill bits. These are pretty standard drill bits, but when sharp, they are more than capable of this kind of work. With thin sheet metal, there isn't really any need for a specialised drill bit.
Having done a bit of this work myself, I know that there's a high likelihood you will snap a few drill bits, so my suggestion would be to grab a 3mm Viper Metric Drill Bit - 10 Pack. If you only have a small amount to do, you might get by with 1 if you're careful, but if there is a lot of work to do, there's a good chance you'll need a few. This relatively small pilot hole will make it much easier for your roofing screws, which are self-drilling, to cut into and then pull themselves through the roofing iron.
If you are having trouble with the drill bit skating across the metal, you can use a nail punch to put a small indent in the roofing iron to seat the drill bit. This will help you get things started without the drill bit skating away across the metal.
Let me know what you think and if you have further questions, please don't hesitate to ask.
Jacob
