Polymer-bonded explosive (PBX) 9502 (95 % TATB, 5 % Kel F-800 by weight) is dry-drilled on a CNC milling machine and its thermomechanical response to varying feed rates, drilling speeds, and peck depths with 4 mm and 5 mm diameter drill bits is investigated. The tested samples are affixed to a force sensor that enables recording temporally resolved cutting forces and torques, and a drill-embedded thermocouple yields local temperature data. From the data, an empirical relationship between temperature changes and feed per revolution is developed, which reveals reduced temperatures in higher feed per revolution regimes for PBX 9502. The observed relationship allows extrapolating to temperatures for other hole diameters, indicating increased temperature for smaller diameter drilling across the board. Additional testing was performed with PBX 9501 (95 % HMX, 2.5 % Estane®, 2.5 % BDNPA/BDNPF by weight), albeit over a reduced parameter space, which revealed the opposite behavior for the feed per revolution temperature dependence. It is concluded that both PBX 9502 and PBX 9501 can be dry-drilled efficiently beyond the limits of presently applicable US-DOE standards, where cutting interface temperatures remain far below material critical temperatures. Finally, data reveals that coolant usage in the drilling process for these materials provides a wide safety margin.