I love the lamp. I often drill bottles or glass block to put strings of LED Christmas lights inside. I've never thought of using a bottle to make a shaded lamp.
The slight chipping on drilling your glass bottle was probably caused by too much pressure or possibly from lack of water lubrication. The best How-To advice I've found on drilling glass is here:
I've learned that I need to "back off" on the pressure when I get nearly through the glass. Otherwise, it tends to chip out some on the backside, just like when drilling in wood.