What is the best way to attach a headboard with cylindrical brass legs to a regular metal bedframe?

I don't know where to begin.

Since the joint only has to keep things fastened together, larger self taping sheet metal screws should be adequate.

You will have to drill the correct size hole for the larger size screws.
Check the data sheet from the screw manufacturer for recommended hole sizes.
the hole size also depends on material thickness and strength.
Start small ad see if you can drive the screws.
It is easy to go back and enlarge the hole, not as simple to reduce the size.

At least two screws per side, using the largest separation between them on the frame flanges.

There is rarely enough metal in solid brass or brass plated steel headboards to tap threads, though a 'rivet nut' could be used to provide machine threads for larger screws.

Setting large size rivets is not generally a 'hand' job, but requires a hydraulic setter (anything over about #10 size).

If the legs are open at the bottom yo could turn a wood plug long enough, drive it in (it needs to be a friction fit), drill holes through the metal and into the wood plug, and then use wood fasteners up to lag screws.

Simply drilling through the leg and using through fasteners is unlikely to work well in thin metal (it will simply crush as the nuts are tightened unless you can fill the tube with something solid).