I have never kept pilot blanks. For years I've just predrilled the hole with the holesaw bit, then install the bit reversed in the holesaw so the tip is inside, and the smooth shank is out. Then just drill the hole.
I do mask off close to the hole with paper to keep hot shavings off the paint, but not close enough to drill through the tape. A spray bottle with water works well to cool the blade if needed.