Cross drilled rotors can be machined just like any other rotor, but they have a bad reputation of cracking out from the holes.
The trick is that the edges of the holes have to be radiused out again to do the job properly and prevent the cracking.
A lot of dedicated enthusiasts will only buy cross drilled rotors if they were cast with the holes - like Porche rotors, as they don't crack and are stress relieved.
Cheaper rotors are made and then drilled afterwards and the holes often relieve the inbuilt stress by cracking even from new.
I'd agree fully that slotted rotors are a better buy.
They clean the brake dust out from between the pad and rotor for better grab, and the slot edges keep the pads clean by skimming them.
The downside is faster pad wear usually, and often increased noise under braking but this can be a poor match between pad and rotor material and often changing to a different pad will reduce/remove it.
ss2115.
BMW 525i Touring - 1993 (current drive car).
DS23 Citroen Safari - 1974 (restoration and modifications).
Golf MkIII - 1997 (fun car and daughters learn-to-drive car)