Easiest way I've ever found to drill/tap plexi (not lexan) is with a heating element.... put the drill bit into a soldering iron, which requires tapping the bit's backside, or using a torch to heat the bit.
Same with tapping - put a screw w/ the same threads onto a heating element, and melt it into the plexi, then back it out when it's set (not squishy). I used to build display shelves as a side job at Sears when it was slow in the shop.
Regardless, Lexan is SOOOO MUCH easier to work with, if not a little expensive. You can usually get scrap from lots of hobby places and craft shops, or look for someone tossing a display case, as many of them aren't big on doing glass cases anymore.
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