Gilly E.
Ok, I have no idea if this will work, because I've never made a necklace like this, but I think to make it easier for you to drill a hole in it, you should drill it through the middle of the toy. This might make it take a shorter amount of time, and it might be easier. I couldn't see what you wanted to make the necklace out of, so I'm not sure if that's what you should do. Sheila A. sounds like she has better ideas...you should probably listen to her! 
~Pretty much as clueless as you are, Gilly E.
