You did not mention the size of the drill nor the rpm of the drill and that we will pretty much need.
Slowing your feed is probably what hurt you. Too much time in the hole without coolant and it will bind up.
Make sure that you use full rapid speed and use shorter peck strokes. Short pecks at slow feed make long stringy chips that will clog. A good solid chip will travel up the drill and get thrown off of the drill during the retraction. The longer that the drill is engaged the greater the chance it will max out the power of the machine too.
Give us more details.
Mike
Two Haas VF-2's, Haas HA5C, Haas HRT-9, Hardinge CHNC 1, Bother HS-300 Wire EDM, BobCAD V23, BobCAD V28