The most common practice for difficult holes is to use a drill press with a V-block or vise to make drilling accurate holes much easier. This Includes drilling a hole on a round surface or object.
No matter what you do, it's good to take your time to mark and measure the precise location of the hole you wish to drill. On a curved surface, it's helpful to have a tool to guide you when you drill, this is where a DrillPilot comes in to play.
When you don't have a helpful tool, you can try to do it free-hand. However, you can easily slip, make a mistake, or worse hurt yourself. No matter which technique you use, start by placing your object in a vice to steady it and wear protective glasses. Then drill a small starter hole using a smaller size drill bit. Next, use a right-angle or T-square to help guide you and your drill while making the larger hole.
If you wish to check the accuracy of your hole, take the bit out of your drill, place it in the hole and line it up with a right angle.
Of course, there is nothing wrong with practicing a few times first.