This may sound like a stupid question. When wire locking bolts is it normal to buy them with the hole already in or do you just drill a hole yourself. If you drill it yourself does it affect the tensile strenght of the bolt.
This is just a general question and does nor relate to any specific application.

You can buy them.......or drill i guess...so longs as you don't drill too big,..

It's alot cheaper to drill yourself, even taking into account the cost of the drill bit.

Some Mil spec fasteners are drilled for wire, but I'm not aware of any UK fasteners that are.
You can buy a natty little aluminium jig for drilling both hex head and socket head fasteners. Most race shops sell them. It's damned fiddly and you'd need to buy a bulk pack of bits.
If you are looking for large quantities of the same size fastener you could speak to a local supplier or even your local laser shop. They can just burn holes straight through the heads/corners.