This very occasionally happens when the drill making machines have had maintenance done on them and they have been oiled up again and the first batch of drills made after this tends to get oily - hence the smell etc. They will usually get discarded but just occasionally a few drills sneak through. Its very annoying that this happens sometimes. It happens in all drill factories unfortunately, and we don't usually find out until a customer gets the drills!
What normally helps is washing the drills. Put the drills in a mesh type bag - you can use the pink tool kit bag that came with your kit as water drains through it if you like.. Use warm soapie water and swish them around and then rinse them. See how they are after you have dried them. If there is still some smell - just air them out for a while before putting them back in their containers. You can also try deodorant beads in your washed drills bag. This over time should remove any remnants of the smell, If all else fails please make contact with us for further guidance.