What I've found when working with acrylic is that there's two types ....cast acrylic (which doesn't melt easily) & extruded acrylic (which is twatful for melting & gumming up the drill/end mill)...so my first top tip would be to make sure you buy only cast acrylic for using with CNC/drilling etc.

If you still end up with melting using cast acrylic, the only other thing I could suggest is to first drill with say a 2.8mm drill (and due it to doing all the work, may result in some melting of the acylic), then take out the final 0.2mm by using a 3mm bit ...because it's not having to do much work you can therefore descend quickly & stop any melting (kind of like a final pass)