The McMasterCarr link says “With a square shank, they’re compatible with tap holders for drill presses and milling machines.”
KISS for making tapped thru holes with Shapeokos?: Use slightly undersized Drilling endmills to drill holes for combination drill bit/taps. Most of the material is removed by the drilling endmills - reducing the torques required (to hopefully acceptable levels) for final precision drilling and thread cutting with the combination drill bit/tap.