Stainless is horrible about "work hardening". When you cut it, the friction leaves a very hard surface, but just a few thousandths think. The trick to cutting or drilling it is that you have to get under the hardened layer from the previous cutting operation, and feed fast enough that it never gets a chance to harden under your bit. If you're drilling a hole and try to stop and restart the drilling process it's very difficult, and hard on the bits.
It's much easier to cut threads in stainless on a lathe because it's a continuous operation. Using taps and dies forces you to stop and back it out to clear chips and then restart.
When possible I used that to my advantage by rolling the threads on. The cold worked threads were incredibly strong.