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It can be done either way, whatever makes you more comforable. When I did them on the drill press, I did the hole first for the reason that lifish stated. Doing them on the lathe, I'll do the hole after turning. Seems to be more acurate and I have not had the problem of the drill bit going through the side. In either case, drill from both ends and meet in the middle.
Jigman
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