I have a chunk of Himalayan rock salt that I need to drill a hole thru to attach a rope.
What type of drill bit do you use to drill Himalayan rock salt ?

I have no idea what Himalayan rock salt is, but I will take a stab and say masonry bit.

I believe it is just regular old sodium chloride with a little iron oxide giving it a reddish color

I used a 3/8" masonry drill bit in an ordinary drill.
Easy!