It might sound patronising but to drill a hole 3.3mm diameter you need to use a 3.3mm drill!
Its not that simple however, standard twist drills are not precision hole cutters (although you dont need to be that precise if its a hole for tapping) and they cut holes about the nominal drill diameter.
The size of hole a particular drill will produce will vary with the material, speed of penetration and other factors. In your case it would seem that the drills you purchased may be wrongly marked if they are only drilling 3.19 holes (how did you measure that by the way?)
When you start tapping a hole you should get an immediate indication of whether the hole is undersize as the tap will need a lot more than normal of torque to turn. At that point its best to stop and review the situation rather than breaking the tap.
What is the material you are tapping, what is the thread? what type of tap, CS, HSS, spiral, thread forming, etc?
If you are working in SS, Titanium or Inconel best to have the tapping hole oversize.
Ian P