I don't think it's necessary and I don't recommend it. And if you go with the Tool Steel Type 1 lifters, just leave them alone. They are not broke, so don't fix them.
And I have seen a couple sets of Type 1 lifters that went bad and it looked like it was because of the oiling hole ?
But if you have to have it done, any EDM shop can do it.
http://www.qualityedm.com/
http://www.manta.com/cmap/mryctbd/reliable-e-d-m