I'd double check your laws that the requirement even exists. Few if any officers get search warrants to your home just to look for picks - they have lots more important things to nail you for.
Drilling most locks is dirt simple. Get a strong light and look into the keyway. The side with the pins is where you need to drill. Most gunlock cylinders are brass because diecast is too imprecise and steel way too expensive to machine. You don't need a big bit - about the same size as the pins. Clamp every thing down as well as you can and keep the speed down to where you get long curls of metal. Using a VSR hand drill works just fine. Let the drill bit do the work, don't force it.
Once drilled the depth of a key, the pins rattle loose down from the cylinder parting line. It may take another pass to get them clear, or the springs. Then gently turn the cylinder open with a small screwdriver. You're done.
Yes, you could pick the cylinder, but it does take a lot of practice. Drilling is about 5 mins work with a low chance of damage. I've got one lock I bought without a key and never have got it open. I may drill it just out of frustration.
Locks that use keys with slots, not slopes, are simple warded keyways that respond to a small hex key ground down to fit. Usually one of the warded paths connects to the retracting lever and it pops open. Not a high quality lock.
Keys are like credit cards, secure them where you can find them when you need them.