Being someone who is always experimenting with new ideas on out-of-the-ordinary crafting / sewing projects such as this awesome one you have chosen, I have some thoughts. In this situation I would think about drilling into the back outside edge of the key button itself, perhaps just two holes, on each on opposite sides of the square. It seems to me that {a} the back edge would be much easier to drill into accurately than trying to get a decent hole in those little inner fins and tubes, and {b} edge holes would be much more accessible for sewing the keys onto a flat surface.
As with most projects, a huge percentage of success is having the right tools. I think in your case, it will be important to have a small clamp-on crafter's vise, such as this one, which is a model available at Etsy, and similarly should be readily available at your local craft store:
To safely drill holes in such small objects:
- Mark with a pencil where you want the holes, at least 1/8" from the edge for a 1/16" hole, or 3/16" from the edge for a 1/8" hole.
- Place some protective padding such as felt over the vise ends, so as not to scratch your keys.
- Wear safety goggles while drilling.
- Secure the key in a vise with the desired edge facing up
- Using a sharp object such as a nail, awl or center punch, carefully carve a tiny dimple at the mark, to keep the drill bit from wandering as you begin to drill.
- Drill using a 1/16" or 1/8" bit.
- Use a very small rat-tail file to smooth out burrs and sharp edges. (If you can't find one that small at your local hardware store, try a local beading shop.)
Thread choice will be an important consideration, and in this method would depend on how smoothly the edges of the holes end up to be. If they seem fairly smooth, I would just go with good old quilting thread. Light weight fish line or transparent nylon sewing thread could be a more abrasion-resistant alternative. The advantage of quilting thread of course would be the ability to match the thread color to the background fabric. Fish line being transparent could also be considered an advantage. The choice of thread would somewhat depend on your sewing skills for making the stitches invisible, and how invisible you feel the stitches need to be.
It is possible that sewing the keys to strips of fabric which match the background fabric, then attaching the strips to the garment, could be the most efficient way to apply the keys to the garment. Looking closely at Julien David jacket, most of the keys do appear to be aligned in rows, so this method might have been part of their approach.
I would be so interested to see what you end up finding to be the best method of attachment, and how your project turns out! I am new to StackExchange, so I don't know about such things, but I hope you can post some sort of outcome report with pics? At any rate, it looks like an extremely fun and creative project: happy sewing!