I assemble the handle all at once. On full tangs, I fix a scale on with 2-4 drops of CA, just at the edges. Let it setup for a few minutes, and drill the pin holes using the tang as a template.
I outline the tang on the scale with a pencil, then rap it sharply on the edge of my work bench. It will pop right off.
Repeat with the other side, trim off any excess you want to get rid of, do the front of the scales, quickly sand the old CA off from the scales, and tang, wipe everything down with Acetone, butter it up, and assemble.
When it's all dry, grind the pins down as you finish the handle.
Tips courtesy of Mike Hull, in answer to a question I posted a while ago. Just change pins out for bolts, and you'll have your holes drilled jsut right.