Using brads in an MDF house - drilling VERY small pilot holes?

Hi all,
I've been using eyelets for my electrical since the wood is so hard,
I've used a crappy mini hand-drill with a #55 bit to drill the pilot
holes for the eyelets.

Now, since then, my husband gave me a dremel for my birthday, and it's
like a miracle, it works so well for so many things. I bought a tiny
little drill bit index from widget supply with 20 bits in it - #61-80.
The #80 bit is about as thick as a hair. I think I read somewhere
that you could use the #70 bit to drill pilot holes for brads. Now I
know you have to be super careful with these bits - that they are easy
to break.

But has anyone ever drilled pilot holes for brads into MDF? Does it
work well? I also thought that maybe it would be better to use a
smaller than #70 bit, simply because it would ensure a tighter fit for
the brad. Any advice?

Cathy Weeks