If you wanted to drill a funnel shape, I think there are drill bits with a sharp pointed end (I'm not sure but I think that I have seen one). But if you need a Parabolic Nozzle you could use multiple bit drilling down on the same spot.
I'll try to describe it:
First use the width of the nozzle exit and drill althe way through the nozzle peice.
Second move to a larger drill bit and drill down not as far as the first but just so.
Third, repeat trying to make a parabolic shape (It would actually be staggered).
Fourth, Take your dremmel or some grinding tool and smooth out the stagering.
I'll post a pic later, (I have a history paper to write
)