What type of drills do you want to do. Cheeky girls has a lovely one called Drills, drills, drills that has you work on isolating various parts of your body. So what are you interested in for a drills DVD?
Some of the "belly dance workout" videos are also good candidates for drilling. I've written reviews of some of the drill and workout videos. You can find them on my web site here: Belly Dancing: Shira's Reviews of Fitness Videos