I glue mine up and then drill through all the materials to pin.
Just a tip to save some aggravation: Square off both sides of your handle material (if not already square) so your pin hole will be straight. If that's not possible for whatever reason, then shim the knife on the drill press so it's square. But before you glue everything up, mark where the tang will be on the outside of your handle material. Just lay it on your squared up handle piece(s) and draw the outline, that way you know your getting in the center of your tang when you drill.
Hope this helps,
Iz