Drilling stainless is something to learn by experience... After drilling with a hole saw in a Paint booth made of stainless in a car plant, I was getting about three holes per hole saw... then, I read the box on my 4th one, and found that the recommended RPM is 50...rpm's. That's less than 1 revolution per second. So... slow down your drilling speed, and the holes will drill much nicer, and the bits, or hole saws will last MUCH longer.. I got 30 holes out of the next hole saw.
I've welded a bunch of thin wall stainless pipe and tubing, and calj737 is correct...fuse the two pieces, precision fit will help with that, tack carefully and often,and you want to minimize your contact with air, by using purge gas if you can. The post flow will allow cooling to where it won't sugar, and if possible, (which isn't probably) purge the back side with argon also. The coloring of stainless can be quite striking if you learn heat control too... but, probably not in this application. Built quite a few stainless belt buckles in the spare time in Nuclear Powerhouses too.. lol.
Charlie