for future drilling, heres a couple of tips, you can drill a small hole with a smaller drill bit then widen it out with the correct size bit you need,
you can buy drill bits specially for drilling perspex .
just before you drill through to the other side ,you stop drilling and turn the sheet over and drill from that side.
it can also help prevent cracking if you clamp a scrap piece of perspex on top of the sheet and drill through both,
and finally if you put some duct tape over the point you want to drill this can also prevent cracking.
and as you already said drilling slowly will also prevent cracking and heat damage.