No neck holes is a bit of a blessing as they aren't usually very accurate. A string through is worth while, but tricky to do well. A drill press is definitely a good idea. I'm hoping to do that mod to the Sonicaster eventually. I have pre drilled before and then run into dramas with water getting into the holes during cutting back of the clear- the wood swells and cracks the finish.
There isn't really a hard and fast rule with pre drilling. My approach now would be to make sure its all going to work, neck goes into the pocket straight, scale length is all good etc. Then finish, then drill the holes for assembly (Very carefully). You can pre-drill if you don't think you will be doing any wet and dry sanding or if you can be very careful about not letting any moisture get into the holes. They can be plugged up pretty well with toothpicks if you go that way.
I've found it to be a good idea to enlarge the bridge cavity a bit towards the neck to move the bridge up with the pickup installed. This makes it sit more nicely in the scratch plate and gives you a bit more wiggle room with intonation. If you have a look at the Rellicaster thread you can see a before and after. Your kit is slightly different so it may not be an issue - worth having a look at though.