Never tried it; if you break the glass you'll destroy the getter material inside, which would make the tube unsightly.
Assuming the tube has a plastic base (bakelite), I'd definitely recommend the use of a drill press so you can control the depth of the drill into the plastic, so as to avoid breaking the the glass nib on the bottom. You could even construct a drill bit limit in the form of a plastic or copper tube cut to the depth needed and placed around the drill.
An alternative to using the drill bit might be to use a copper tube chucked into the drill press and continuously feed automotive valve grinding compound into the base/copper tube interface until you penetrate.
Or maybe an end-mill which would result in minimal penetration into the material.
