I just had an idea while reading your thread. Next time you need to put a hex key into a hole, what if you milled a circle hole pattern of 6 small holes of an appropriate size positioned to just clear the points on the hex key? The milling passes outward from the center toward each point would then also clear out the center of that pattern to fit the hex key down into the pattern. I believe it would prevent the hex key from slipping, and not require any special tooling to make it work. Left image is the pattern of holes milled away. Right image is what you have left, with the hex key in it.
This example I did in CAD is for a 3/8 hex key hole, and the holes to mill away would require a 7/32" or perhaps a 5mm end mill. I don't think the holes could be done with a drill, unfortunately, because of the major amount of overlap.