I tried last year and didn't like the results. Drilling the hole without ruining the plating around the hole is a challenge. A challenge I couldn't meet with 2 attempts, so I gave up.
I wanted to inset something in the end of the finial. If you can plan a decorative element that will have a lip to overlap the edge of the hole, it might work. But anything that leaves the edge of the drilled hole visible is going to be tough.
I wonder if using an end mill instead of a drill bit to make the hole in the finial would give better results.
Ed