Lots of advice here buts should you need to drill it here is my learning:
New lock requires car pass presented to VX dealer.
Order early in the day and it is likely to be available next day. (I did post something about VX's supplier of the lock on this forum, a firm in N. London as far as I can remember)
Carefully prize off and remove the rubber surround to the ignition key barrel.
Carefully prise apart steering lock plastic cover along RH join, it clips together but is also held on by two self tappers behind the steering wheel. This will enable you to gain a bit of movement in the cover ready to attack the screws.
By moving the now wobbly cover around you should just be able to get a small cranked pozi drive driver to the heads of the two self tappers (after prizing off their caps)
Once you have got this far and the cover is fully removed, it is a question of drilling the lock out. Suggest using increasing sized drills being careful not to go too deep, and holding drill in alignment with where ignition key would be. Standing on your head in the car seat, the depth required becomes fairly obvious! The lock is made of some kind of cast alloy (wards are brass) and drills fairly easily, but makes a mess of the carpet, so put something down first.
Once old barrel is out, replacement with new is easy. Use the "How To" to identify parts and method. If new barrel does not go straight in and latch in place, it is probably because the steering lock has engaged. ( see also how to or reminder packed with replacement barrell)
Best of luck