It's highly unlikely and near impossible to drill tempered gass without it shattering on you. Thats not to say the sides of your aquarium are tempered. If you know the name of the manufacturer you could give them a call to find out.
Rather then connect the tanks you could place an overflow line from each aquarium to the sump. Run a header across the top of the tanks and T off with a valve to each of the tanks with your return water line from the pump. Being able to shut in one tank at a time will make emergencies and regular maintenance much easier to handle.
You might also ask your local fish store if you can take a look at how thier tanks are set-up and adapt it to what you would like to do.
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