Drilling the wheels is not a problem but your rims are not designed for this. Some Mag wheels are designed to be re drilled but if you look behind the steel rim you will notice that the original hole is not only drilled but has a pressing in the rim. It is so that the metal content in the taper is consistent with the thickness of the rest of the rim. To re drill is dangerous. You risk the rim pulling through the wheel nut due to a lack of surface strength. It is best NOT to do things of this nature as the risk, not only insurance wise but to other people is too great. You might as well secure your brake calipers with plastic cable ties. It would be just s safe.