I didn't work on that set but I worked a lot with resin stuff. One thing I can tell you is to have perfect smooth surface you'll connect with glue - it improves durability of joints significantly.
And yes, resin can be drilled. Remember only that resin isn't elastic like plastic and can crack if you make too large hole. I always tried to make small holes for magnets not larger that 20-30% of diameter of selected part.
I would be afraid to drill barrels in resin guns (its not impossible but risky), but on other hand you can always glue it back if it happens