A method is provided for milling a thermal barrier coated metal part. This method includes selectively removing a portion of a ceramic coating using a mechanical cutting tool, thereby forming a counterbore, and machining the metal part through the counterbore. A drilling head for drilling thermal barrier coated metal parts is also provided. The drilling head comprises a mechanical cutting tool, which is operable to mill through ceramic, and an electrode for electrical discharge machining. The electrode may be used to mill the metal part, and may be interchangeable with the mechanical cutting tool.