Hi,
First, spot the center of the hole on the bridle. Then, without the frizzen in place, drill through the bridle into the lock plate with a drill smaller than you will eventually use for the threads. That way you can see that the drill is hitting the lock plate where it should be. Next, install the frizzen making sure it is fitted to the pan, glue, clamp or solder it in place and drill through the bridle, frizzen and lock plate with the proper drill for the threads. If you do not have a drill press, start drilling in from the bridle side, stop about half way through the frizzen and then drill from the lock plate side until all the way through. Next, remove the frizzen and reinstall it but with a paper thin brass or metal shim under the back edge of the frizzen against the pan. This lifts the back edge slightly. Clamp the frizzen in place and drill through the bridle and frizzen with the clearance size drill. Just allow the dill to kiss the lock plate. Then tap the hole in the lock plate guiding the tap using the clearance holes in the bridle and frizzen. Then release the clamp and you should be done. If you don't shim the back of the frizzen when drilling the clearance hole (NOT THE SMALLER TAP THREAD SIZE HOLE) chances are the front edge of the frizzen will be lifted off the pan when you install the frizzen screw. and you will have to refit the frizzen to the pan.
dave