What is the drill bit that i need to convert natural gas to propane at 40000 btu's?

you cannot do this because a natural gas orifice is larger than a propane orifice. you can make a propane jet work for a natural gas jet simply by drilling it approx. 210 %

you must buy new jets. usually the company that made you appliance will sell the jet kits for you! HOPE THIS HELPS YOU! GOOD LUCK.