In reply to purplemonkeyelephant:
As others have said, do a search for glass drills, they exist and they work. There are also loads of online craft tutorials on cracking glass vessels, either scoring first or using heat, it's easier than you might expect. If you're going to sandpaper or stone the cut edge, do it wet.
That said, I think you need to think about the heat. You either need to have the vessel properly open top and bottom (like a wine bottle lampshade, you cut the bottle base off) or you need a lower power lamp. Mains LED bulbs run right on the edge of cooking because that's cheap, they need convective cooling to survive.
LED string lights would produce a different effect and not get hot. If you used an upturned Kilner type jam jar you wouldn't even need to drill the lid, just pop the disk bit out.
jk
Post edited at 08:53