You can if you wish but it won't last long if you do as the fired clay will wear away the steel spiral very quickly and the heat will soften it as well , once this happens the drill bit is useless for drilling steel again , you may get away with a couple of holes but that's about it . Although average bricks are softer than steel its the grit in the clay that will wear away the steel. Like all things it would get you out of a fix at the time , but any decent DIYer is going to have several masonry bits of different sizes in their toolkit and replace as necessary when broken or blunt .
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You can if you wish but it won't last long if you do as the fired clay will wear away the steel spiral very quickly and the heat will soften it as well , once this happens the drill bit is useless for drilling steel again , you may get away with a couple of holes but that's about it . Although average bricks are softer than steel its the grit in the clay that will wear away the steel. Like all things it would get you out of a fix at the time , but any decent DIYer is going to have several masonry bits of different sizes in their toolkit and replace as necessary when broken or blunt .