I have done it in a pinch with an angle grinder. But for the most part those guys are disposable. Unless you know some one with the XT3000, and add-on module for step drills. Shown further down on the page. Total for bit sharpening equipment ~$3500!
http://www.saw-toolsharpening.com/DrillSharpeningEquipment.html

Mark Heller
"Well - I oughta....." -Jackie Gleason