There are HSMs that are effectively immune to this attack by way of their construction and packaging. You need an optical path to the secure device. The only way to get at this is to tamper with the tamperproof part of the system.

Some very high end HSMs must be actively powered at all times which makes disturbances in their local environments detectable at all times as well. Getting lucky and drilling through a part of the enclosure that isn't directly protected won't help you if a barometric pressure sensor is tripped as a consequence of breaking the hermetic seal.