I always have this size of drill bit on hand. It is 1/32". It matches perfectly with 20 gauge wing wire. To make wing holes in my doll's back, I use the wing wire to poke two holes in her back before she is baked.
Later, when I am adding her wings, I can use this drill bit to deepen the hole as necessary. It comes in very handy!
I also have one I have added an apoxie sculpt handle to for easy turning. My own custom wing hole drill!