Hi Keith, 

Thanks for your question. You can remove the pilot bit once you have enough of the hole cut to support the Core. Or you can pre drill the pilot hole first all the way through the wall to ensure you keep the core bit on track through the cutting off the hole and leave the pilot bit in place . The core bit is designed to work on hammer function. If you can access both sides of the wall safely to drill I would put a pilot hole the same size as the pilot bit all the way through the wall. I would then if possible drill from the reverse side for around 20mm depth. Then I would cut the rest of the hole from the opposite side to the shallow cut leaving the pilot bit in as a guide. This way you know the exit of the hole will be where you want it to be. You also will avoid breakout on the back of the hole you are cutting. I trust this helps.