Step 4: Drill the Holes
It's easiest to drill all of the same-size holes at once. I started with the 1/2" holes, since they are the most numerous. Then I did the other size holes.
Some of the pieces also have internal cuts. They'll need a pilot hole drilled, through which the scroll saw blade can be fed. I used the 1/4" drill bit for this.
When drilling, make sure you place a piece of scrap wood below the piece being cut. This will help prevent "tearout," which could ruin the look of the lamp.
Keep the matching "pairs" together until cutting is complete.