My apologies for not seeing this thread earlier....

Paperclip:- Straightened out 'one section' only, use the rest to hold it with...

- Heat the straightened end in a gas lighter or whatever, use this to 'burn' your way through the nail....
- If you get it properly timed, you break-through into the blood-pool at about the same time the wire loses its heat. or What's left is quenched by the sudden spurt of Red Stuff.
- Re-heat the wire, and use it to 'melt' the nail-hole closed.
Result:- nice, sterile and self-sealing procedure and can be done....indeed is best done by the nail owner !

OR, use a new, sharp drill-bit, and twirl it in your fingers... slow speed hurts lots less... Bit can be held in fingers or in one of those 'pin vice' gizmos. Anything less than 1.5mm is fine.
Once again, best done by the Patient....who will NOT press toooo hard...
Or an old-fashioned 'clutch' pencil holder...