Cobalt drills are an excellent compromise. Harder the HSS drills, less brittle than Tungsten Carbide but can still be sharpened to extend their usable life. Expensive but probably worth the investment if you can afford them.

Metric M42 8% Cobalt Drill Bits Set for Stainless Steel and Hard Metal - 13Pcs Industrial Grade Titanium Coated High Cobalt Drill Bit Set
5.0

HPMAISON 13pcs M35 HSS Gold Cobalt Jobber Drill Bit Set, Metric High Speed Steel Twist Drill Bit Set 1.5mm-6.5mm Extremely Heat Resistant with Straight Shank...
4.0