Well, when you drill scales for pins or a tube, the scales are drilled together. This ensures that the drilled hole is straight all the way through. If it's off, even a little (we're talking thousandths of an inch), you won;t be able to get the pin or tube through.
Remember too that you have a full tang on these particular blades. There is a lanyard hole already drilled in the tang of the blade. So now, when you drill, the scales AND the blade have to be together.
Now here's the biggest part of the problem: if the scales are already pre-shaped, how will you get them perfectly level on the press table, or at a perfect right angle to the drill bit? You pretty much can;t. A jig is in order here.
It's difficult to explain in words how to do this, but the jig will be a coplanar piece of wood about 3/4" thick, 1-1/4" wide, and longer than the knife scales. The blade blank is pinned to the jig (I use doube-sided carpet tape) and the holes are drilled on the drill press. Now, with the drill bit still in the lanyard hole, clamp the jig to the table without moving it. Raise the quill, set one of the scales on it (liner side down), insert the pins in the pin holes to align the scale with the blade, then drill the lanyard hole. Do the same for the other scale by flipping the jig and resetting the drill press. With patience, attention to detail, and some luck, the holes will all align.
Now, when you're making your own scales, things are much easier. I use the bandsaw to resaw a block of wood, making it about 5/16" x 1-1/4" x 10" long. These 10" long pieces can then be run through the planer to bring them down to about 1/4" and ensure they are coplanar. Now, you can cut them to length, glue on liners, pin the blade (carpet tape), drill the holes, and then shape the scales and glue them up. One word of caution: always check that your pins and lanyard tube will fit into the holes on the blade. In every single EnZo blade I've made, the holes had to be enlarged a little. I use a flexible shaft drill and a chainsaw sharpening stone to do this. Drilling the holes is out of the question unless you have the proper bits, skill, and knowledge. Even O1 steel is hard stuff! Take a look at the picture above where everything is setup and ready to be glued. You can see on the blade blank where I drilled out one of the pin holes. I used a special hardened bit, and it still burned the blade blank. The biggest danger is having your clamp let loose and having a razor sharp blade spiining around on the press table!