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I had always been told to start small and move up in stages, incorrectly it seems.  I'll adjust my technique in future. One question though, the general advice on this thread seems to be centre punch, pilot drill, then full size, I'm wondering why you need the pilot bit though, the centre punch gives a guiding divot to start the cut, so why can't you just go straight onto that divot with your full size bit? Or is it to give somewhere for the swarf to go?