Bending and breaking are two sides of a coin. If the steel is too brittle, it will not bend, but will break easily, and vis versa. I consider very small drill bits as supplies. You will need to replace them often- even with the steadiest hand. Using them in a small modeler's drill press and turning the chuck by hand sometimes helps on a bad day when my hands are susceptible to tremors. I am not aware of any small bit sets other than steel, but the alloy would determine the strength. But finding out which alloy a set is made with would challenge the best industrial spy!