I agree with desbromilow; a hard tip will give better results over time.
Concrete nails are easily 55+ Rc, other materials come to mind too, in no particular order. For starters,
Broken Tap, end mill or drill shank,
Drill blank,
Tip of a deck screw
Paneling nail...
Drill blind pocket and set point with epoxy, anaerobic or cyanoacrylate adhesive. The small mass will heat easily and facilitate replacement.