I tried all kinds of different bits, and I ended up using just normal high-speed steel bits. Don't bother with carbide or anything like that - they walk and break right away. I think I broke my carbide bit on the first hole I tried it on. The normal bits will take much more abuse than the harder ones. Remember that harder almost always means brittle at the same time.
I sanded the capsule in two directions (X and Y) lightly with 250 grit paper to give the bit something to bite into, the bits don't really walk after doing that. Your finger should not slide easily on the surface of the brass, it needs to 'catch' or have some friction. You have to get a good surface finish as a later step so make sure you leave a bit of material to allow for this. I also ensured that the surface was flat to within about 0.0003" before setting up the mill - a concave or convex surface encourages walking.
Also, a decent mill (which I am using) is very stiff, which helps a lot. A drill press is less stiff, which allows for more flexing everywhere you don't want it, so bits break more often. The other thing is to put the bit in so about half of the solid shaft of the bit is in the chuck, giving a bit of space for the bit to bend. That part of the bit can take more abuse than the flutes, which like to break.
Also, I am drilling very slowly, and using cutting oil. Run the bits as fast as possible. These bits like to drill at 10,000 RPM or higher. The mill only goes to 5000 RPM, so I run it as fast as possible, but I drill very slowly, about 0.005" per second. It takes about 30 seconds to drill each hole. It's probably slower than you can normally do it but it seems to work. Also, a constant feed rate is good, if you are jerky at all, the bit will break.
Check if the bit is still sharp - if it's getting at all dull, replace it (or sharpen it if you have the tooling to do that).
Hope that helps.
Yes, the finish will contribute greatly to acoustic resistance, so it would make a difference.
-Dale