A combination of a liquid jet and a mechanical rotary tool can be used to machine precision micro holes in thick substrates. A liquid-jet guided laser can be used to rapidly drill core holes into the ceramic substrate. A sensor can be applied to detect the cut through point of the liquid-jet guided laser drilling step to allow a rapid and closed-loop controlled machining process. The substrate can be heated up for speeding up a liquid-jet guided laser drilling process. A mechanical tool such as a drill, a reamer or a mill can be applied to finish the core holes to a desired bore diameter. The mechanical tool cutting main surface can preferably consist of a diamond material. An inspection camera and illumination system can be applied to inspect each mechanically finished bore as part of the drilling process.