NY wrote:
When I was tightening up some bolts that used an Allen key, I started to
wonder: how do they make the hexagonal hole in the top of the bolt that
the key fits into ?

I imagine they drill a pilot hole and then enlarge it with a milling
machine, but the corners of the hexagon are angular, not rounded as
you'd expect a milling machine to make. Or do they finish it off with a
very small diameter milling tool so the corners, although still rounded,
have a very small radius or curvature and so look to be a sharp-cornered
hexagon?
I think you imagine wrongly, Probably stamped with a die or forged,
there would be other methods but not as easy.