I'm in the same boat. I built a wall under my beam and have it wedged in with shims, need to do something perm.
Also I have a beam I'm going to box in, but think I'm gonna try to attach drywall (somehow) without losing too much headroom.

No problem. I drilled holes in my I beam and was surprised how easy it was to drill.

You can also use powder actuated tools.

Worthy, are you high on drugs! Sure shooting a .27 cal actuated nail into steel, that's a good idea. Then maybe you can drive to the Emergency room, blindfolded!
Idiot!
Ron

Powder actuated tools work fine on steel beams.
It takes one of the larger caliber tools like a .27 Hilti to do the job, but if you have on hearing protection and eye protection it is about the same as driving them into concrete.

A Hilti powder actuated would work and be quicker than drilling, though loud.

For Ron:

Check out the Hilti website.

Here is a link that might be useful: Hilti fastener

Not only is it done as a matter of course in commercial buildings. There's a whole array of literature showing it provides a superiour connection. But of course you have to use the properly sized actuator and connector and safety precautions. I'll have to check on exactly what actuator my carpenter uses. (Last I looked, he still has both eyes. :-))