How best to drill pilot holes through hardened steel exterior door frame?
If it is possible that you used the drill bit with the electric drill set to the wrong rotation direction, without realizing it, the freshly ground new drill bit will likely be able to drill a hole through the thin steel but at the same time will dull and round off sharp edges so much that a second reverse operation would never start to cut into the metal.

The electric drill has to be setup to rotate the drill bit in the direction shown in this picture: