I wouldn’t feel comfortable drilling out the nozzle in anything other than a lathe and, as I don’t have access to one, I guess I’ll keep buying them from Zortrax or anybody closer that can get them to me cheaper.
My Zortrax M200 printer hasn’t been actively supported for at least four years and, while it has been quite good, what parts are available are quite expensive and it would be kind to say that it’s not easy to repair - nothing is accessible in that printer without a minimum of an hour or disassembly. The only reason the nozzle is still available is that it’s used on the M300 Plus, which is still being sold.
I went through a really horrible and very expensive experience with Zortrax and my “Inventure” printer when they took away TPU support so there isn’t a good or long relationship there.
When something breaks on it, I’ll probably give it away to somebody looking for parts.