The right epoxy's are way more than glue. Being in commercial construction for the last 28 years, I have seen some remarkable uses of epoxy.
The Red Head wedge anchors that 61 bone is referring to are not the lead insert type. http://www.itwredhead.com/trubolt.asp
Typically it is not necessary to core drill for a epoxy anchor until the diameter gets prohibitive for a hammer drill bit. Usually 1/16" to 1/8" over the size of the threaded rod is required.