Automatic target classification or recognition is a critical capability in non-cooperative surveillance with radar in several defence and civilian applications. It is a well-established research field and numerous techniques exist for recognising targets, including miniature unmanned air systems or drones (i.e., small, mini, micro and nano platforms), from their radar signatures. These algorithms have notably benefited from advances in machine learning (e.g., deep neural networks) and are increasingly able to achieve remarkably high accuracy. Such classification results are often captured by standard, generic, object recognition metrics and originate from testing on simulated or real radar measurements of drones under high signal to noise ratios. Hence, it is difficult to assess and benchmark the performance of different classifiers under realistic operational conditions. In this paper, we first review the key challenges and considerations associated with the automatic classification of miniature drones from radar data. We then present a set of important performance measures, from an end-user perspective. These are relevant to typical drone surveillance system requirements and constraints. Selected examples from real radar observations are shown for illustration. We also outline here various emerging approaches and future directions that can produce more robust drone classifiers for radar.