Lookingt the eternal tools site I think I might be trying to be too speedy and applying too much pressure so the diamond bits fall off. Will try again. Thanks x
I think you are right - with as small diameters as 2mm you can drill at quite a high speed, but put almost no pressure on the dremel (the weight of it is enough). Also, I lift the drill bit up quite often to allow new, colder water to enter the hole.
From what I have found it is a lot more efficient to use a core drill bit instead of a solid one. Just remember to remove the little glass piece stuck in the bit after every hole you make.