Most of the miniatures, be it plastic, resin or metal, come with flat gun points with no hole. You can easily fix that with the right tools. And the Citadel Hobby Drill is not enough.
1. Mark the centre of the nozzle with a sharp point. I use a tool used for marking ceramic tiles.
This step is very important as it is tricky to drill a hole perfectly in the middle and an off-center barrel hole looks bad. The small dent you make will allow the drill bits to stick to one spot.
2. Drill a shallow hole (1-2mm deep is usually enough) using a 1mm bit.
Use the point you made earlier to guide you. My tool of choice is the standard Games Workshop hobby drill with the thinest bits that come in the box.
3. Drill a wider hole using a 1.2mm bit (or 1.5mm for heavy guns).
The difference of 0.2mm may seem trivial but is noticeable. As you need precision to stick to the centre and at the same time you have to be careful not to damage the model with the drill bit pushing plastic aside, you do it step by step: a tiny point, a thin bit and the final bit at the end.
Note that it is sometimes difficult to buy a 1.2mm bit. Look for precision drill bit sets designed to be used with tools like Dremel.