Simple is as simple does, so that makes me simpler than you anytime.
The pilot hole is simply that, a way of getting the cutting teeth where you want them.
Normally you mark the centre, pop it, and drill.
But with a bit of sideways thinking, all you have to do is mark out where the centre is, use a compass and scribing point, and draw the circle.
with the drill press you just offer up the circle to the teeth on the hole saw, and when in line clamp the material firmly, and drill. Go slowly and lightly at first untill the teeth start to sink into the material, then its as firm as if it had a pilot drill.
This particular hole saw is at least 10 years old, and been heavily used, but it still went through that 10 mm mild steel quite easily and very cleanly. Slow speed, steady but mild pressure, job done.
The "secret" with a bigger hole saw that has locating pins in the arbour is to ignore the pins. Theyre great for stopping the saw binding on the arbour, but they induce a lot of slop to the cutter.
They normally come apart fine afterwards, but even if they bind, clamp the arbour in a vice and use a set of channel grips to undo the saw.